Geodesic
A method of computer generation of correlated Gaussian pseudo-random numbers
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 12 (1972) no. 5, pp. 1353-1357

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     author = {L. I. Mirkin and M. A. Rabinovich and L. P. Yaroslavskii},
     title = {A method of computer generation of correlated {Gaussian} pseudo-random numbers},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1353--1357},
     publisher = {mathdoc},
     volume = {12},
     number = {5},
     year = {1972},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1972_12_5_a25/}
}
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L. I. Mirkin; M. A. Rabinovich; L. P. Yaroslavskii. A method of computer generation of correlated Gaussian pseudo-random numbers. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 12 (1972) no. 5, pp. 1353-1357. http://geodesic.mathdoc.fr/item/ZVMMF_1972_12_5_a25/