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Corrigendum: Behavior of the NORTA method for correlated random vector generation as the dimension increases
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Source ACM Transactions on Modeling and Computer Simulation (TOMACS) archive
Volume 16 ,  Issue 1  (January 2006) table of contents
Pages: 93 - 94  
Year of Publication: 2006
ISSN:1049-3301
Authors
Soumyadip Ghosh  IBM Research, Yorktown Heights, NY
Shane G. Henderson  Cornell University, Ithaca, NY
Publisher
ACM  New York, NY, USA
Bibliometrics
Downloads (6 Weeks): 1,   Downloads (12 Months): 18,   Citation Count: 0
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abstract   references   index terms   collaborative colleagues  

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ABSTRACT

This note corrects an error in Ghosh and Henderson [2003].


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

1
Soumyadip Ghosh , Shane G. Henderson, Behavior of the NORTA method for correlated random vector generation as the dimension increases, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.13 n.3, p.276-294, July 2003  [doi>10.1145/937332.937336]

INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.3 PROBABILITY AND STATISTICS
      Subjects: Random number generation


General Terms:
Algorithms, Theory


Keywords:
NORTA method, onion method, sampling random matrices, semidefinite programming

Collaborative Colleagues:
Soumyadip Ghosh: colleagues
Shane G. Henderson: colleagues

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