A comparison of multivariate normal generators

DOI10.1145/361598.361620zbMath0244.65006OpenAlexW1977340696MaRDI QIDQ5656293

Norman L. Slezak, D. R. Barr

Publication date: 1972

Published in: Communications of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/361598.361620

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (5)

Generating random deviates from multivariate Pearson distributions ⋮ Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers ⋮ How many principal components? Stopping rules for determining the number of non-trivial axes revisited ⋮ Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization ⋮ Fast procedures for generating stationary normal vectors

This page was built for publication: A comparison of multivariate normal generators