JavaScript is disabled for your browser. Some features of this site may not work without it.
Behaviour of the NORTA method for correlated random vector generation as the dimension increases

Author
Shosh, S.; Henderson, S. G.
Abstract
Behaviour of the NORTA method for correlated random vector generation as the dimension increases
Date Issued
2003-01Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1365
Type
technical report