A method of computer generation of correlated Gaussian pseudo-random numbers

DOI10.1016/0041-5553(72)90026-2zbMath0282.65002OpenAlexW1983926793MaRDI QIDQ4768527

L. P. Yaroslavskij, L. I. Mirkin, M. A. Rabinovich

Publication date: 1973

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(72)90026-2

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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