The ellipsoid method for generating normally distributed random vectors

I. Deák

Applicationes Mathematicae (1980)

  • Volume: 17, Issue: 1, page 95-107
  • ISSN: 1233-7234

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I. Deák. "The ellipsoid method for generating normally distributed random vectors." Applicationes Mathematicae 17.1 (1980): 95-107. <http://eudml.org/doc/265801>.

@article{I1980,
author = {I. Deák},
journal = {Applicationes Mathematicae},
keywords = {ellipsoid method; normally distributed random vectors; multi-variate composition technique},
language = {eng},
number = {1},
pages = {95-107},
title = {The ellipsoid method for generating normally distributed random vectors},
url = {http://eudml.org/doc/265801},
volume = {17},
year = {1980},
}

TY - JOUR
AU - I. Deák
TI - The ellipsoid method for generating normally distributed random vectors
JO - Applicationes Mathematicae
PY - 1980
VL - 17
IS - 1
SP - 95
EP - 107
LA - eng
KW - ellipsoid method; normally distributed random vectors; multi-variate composition technique
UR - http://eudml.org/doc/265801
ER -

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