Geodesic
Generation of Gaussian correlated pseudo-random numbers
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 27 (1987) no. 12, pp. 1888-1889

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@article{ZVMMF_1987_27_12_a13,
     author = {R. \`E. Gut and V. V. Egorov},
     title = {Generation of {Gaussian} correlated pseudo-random numbers},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1888--1889},
     publisher = {mathdoc},
     volume = {27},
     number = {12},
     year = {1987},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1987_27_12_a13/}
}
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R. È. Gut; V. V. Egorov. Generation of Gaussian correlated pseudo-random numbers. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 27 (1987) no. 12, pp. 1888-1889. http://geodesic.mathdoc.fr/item/ZVMMF_1987_27_12_a13/