The generation of pseudorandom correlated Gauss numbers

DOI10.1016/0041-5553(87)90212-6zbMath0663.65003OpenAlexW2006520487MaRDI QIDQ3813125

V. V. Egorov, R. Eh. Gut

Publication date: 1987

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(87)90212-6

zbMATH Keywords

discrete Gaussian processGaussian correlated pseudo-random numbersHartley transformation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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