5 search results - page 1 / 1 » Mapping Multiple Multivariate Gaussian Random Number Generat... |
FPL
2010
Springer
13 years 2 months ago
2010
Springer
A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
ARC
2009
Springer
13 years 11 months ago
2009
Springer
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
ARC
2008
Springer
13 years 7 months ago
2008
Springer
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
ERSA
2009
13 years 2 months ago
2009
Many scientific and engineering applications, which are increasingly being ported from software to reconfigurable platforms, require Gaussian-distributed random numbers. Thus, the...
IVC
2008
13 years 4 months ago
2008
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...