R. È. Gut, V. V. Egorov, “Generation of Gaussian correlated pseudo-random numbers”, Zh. Vychisl. Mat. Mat. Fiz., 1987, Volume 27, Number 12,Pages <nobr>1888

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Zh. Vychisl. Mat. Mat. Fiz., 1987 Volume 27, Number 12, Pages 1888–1889 (Mi zvmmf3727)

Scientific communications

Generation of Gaussian correlated pseudo-random numbers

R. È. Gut, V. V. Egorov

Leningrad

UDC: 519.676

MSC: 65C10

Received: 28.04.1986

Fulltext: PDF file (202 kB)

English version: USSR Computational Mathematics and Mathematical Physics, 1987, 27:6, 187–188

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