Geodesic
The ellipsoid method for generating normally distributed random vectors
Applicationes Mathematicae, Tome 17 (1980) no. 1, pp. 95-107

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DOI Zbl   

I. Deák. The ellipsoid method for generating normally distributed random vectors. Applicationes Mathematicae, Tome 17 (1980) no. 1, pp. 95-107. doi: 10.4064/am-17-1-95-107
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     title = {The ellipsoid method for generating normally distributed random vectors},
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     year = {1980},
     volume = {17},
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     zbl = {0522.65002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am-17-1-95-107/}
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