The multivariate Gaussian distribution is often used to model correlations between stochastic time-series, and can be used to explore the effect of these ...
Generator Targeting Specific Resource ... and reconfigurability. As well as the ability to ... multivariate Gaussian random number generator in hardware, with the ...
This paper proposes an algorithm for a multivariate Gaussian random number generator implementation in an FPGA given a set of resources to be utilized.
Jun 1, 2008 · In a case study in Delta-Gamma Value-at Risk, an RC2000 accelerator card using an xc4vsx55 at 400MHz is 26 times faster than a quad Opteron 2.6 ...
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as a target ... This paper presents a novel architecture for the implementation of a multivariate Gaussian random number generator in hardware, with the ability.
Bibliographic details on Multivariate Gaussian Random Number Generation Targeting Reconfigurable Hardware.
... Thomas and Luk [4] developed a hardware model to generate multivariate Gaussian random numbers based on the Triangular Factorization method. To date, this ...
Custom Computing Machines. 229–238. THOMAS, D. B. AND LUK, W. 2008b. Multivariate Gaussian random number generation targeting reconfigurable hardware. ACM ...
Multivariate Gaussian random number generation targeting reconfigurable hardware. DB Thomas, W Luk. ACM Transactions on Reconfigurable Technology and Systems ...
Dec 11, 2023 · The presented hardware can produce multibit Gaussian random numbers at gigahertz speed and can be configured to generate distributions with a ...