An architecture and implementation of a high performance Gaussian random number generator (GRNG) is described. The GRNG uses the Ziggurat algorithm which divides the area under th...
Guanglie Zhang, Philip Heng Wai Leong, Dong-U Lee,...
Many scientific and engineering applications, which are increasingly being ported from software to reconfigurable platforms, require Gaussian-distributed random numbers. Thus, the...
Hassan Edrees, Brian Cheung, McCullen Sandora, Dav...
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...
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...