15 search results - page 1 / 3 » Word-Length Optimization and Error Analysis of a Multivariat... |
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 ...
TRETS
2010
12 years 11 months ago
2010
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...
ICPP
2008
IEEE
13 years 11 months ago
2008
IEEE
Numerical simulations in computational physics, biology, and finance, often require the use of high quality and efficient parallel random number generators. We design and optimi...
WSC
2008
13 years 6 months ago
2008
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...