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

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https://hdl.handle.net/1813/9242
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Author
Shosh, S.; Henderson, S. G.
Abstract
Behaviour of the NORTA method for correlated random vector generation as the dimension increases
Date Issued
2003-01
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1365
Type
technical report

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