Behavior of the NORTA method for correlated random vector generation as the dimension increases

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Publication:4564837

DOI10.1145/937332.937336zbMath1390.65009OpenAlexW2057237348MaRDI QIDQ4564837

Soumyadip Ghosh, Shane G. Henderson

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/937332.937336



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