Generation of multivariate normal samples for studying statistical properties of the excursions of a stochastic process above a certain limit
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http://spectrum.library.concordia.ca/3356/1/MK25352.pdfScoulding, David <http://spectrum.library.concordia.ca/view/creators/Scoulding=3ADavid=3A=3A.html> (1975) Generation of multivariate normal samples for studying statistical properties of the excursions of a stochastic process above a certain limit. Masters thesis, Concordia University.