Phase-type (PH) distributions are proven to be very powerful tools in modelling and analysis of a wide range of phenomena in computer systems. The use of these distributions in sim...
Parallel computers are now commonly used for computational science and engineering, and many applications in these areas use random number generators. For some applications, such ...
This paper describes a solution for the generation of true random numbers in a purely digital fashion; making it suitable for any FPGA type, because no FPGA vendor specific featur...
Dries Schellekens, Bart Preneel, Ingrid Verbauwhed...
Stochastic simulations and other scientific applications that depend on random numbers are increasingly implemented in a parallelized manner in programmable logic. High-quality ps...
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...