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Volumn 5453, Issue , 2009, Pages 231-242

Word-length optimization and error analysis of a multivariate gaussian random number generator

Author keywords

FPGA; Multivariate gaussian distribution; Word length optimization

Indexed keywords

AREA EFFICIENT; BUILDING BLOCK; EIGENVALUE DECOMPOSITION; FPGA; GAUSSIAN; GENERAL PURPOSE PROCESSORS; HARDWARE RESOURCES; MATHEMATICAL ANALYSIS; MONTE CARLO SIMULATION; MULTIVARIATE GAUSSIAN DISTRIBUTION; RANDOM NUMBER GENERATORS; RESOURCE USAGE; UPPER BOUND; WORD LENGTH; WORD-LENGTH OPTIMIZATION;

EID: 67149097690     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-00641-8_23     Document Type: Conference Paper
Times cited : (10)

References (9)
  • 2
    • 27744504782 scopus 로고    scopus 로고
    • Importance sampling for portfolio credit risk
    • Glasserman, P., Li, J.: Importance sampling for portfolio credit risk. Management Science 51, 1643-1656 (2003)
    • (2003) Management Science , vol.51 , pp. 1643-1656
    • Glasserman, P.1    Li, J.2
  • 9
    • 67149113858 scopus 로고    scopus 로고
    • Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P.: Numerical Recipes in C. Cambridge University Press, Cambridge (1992)
    • Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P.: Numerical Recipes in C. Cambridge University Press, Cambridge (1992)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.