Design exploration of an FPGA-based multivariate Gaussian random number generator

Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in a variety of applications including mathematical analysis and modeling and statistical physics. A multivariate Gaussian random number generator (MVGRNG) is one of the main building blocks of...

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Bibliographic Details
Main Author: Saiprasert, Chalermpol
Other Authors: Bouganis, Christos ; Constantinides, George
Published: Imperial College London 2010
Subjects:
004
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527777