5 search results - page 1 / 1 » Mapping Multiple Multivariate Gaussian Random Number Generat... |
FPL
2010
Springer
13 years 7 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
14 years 4 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 11 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 7 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 8 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...