Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
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...
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...
David A. Bader, Aparna Chandramowlishwaran, Virat ...
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...