Corrigendum: Behavior of the NORTA method for correlated random vector generation as the dimension increases

  • Authors:

  • Soumyadip Ghosh;Shane G. Henderson

  • Affiliations:

  • IBM Research, Yorktown Heights, NY;Cornell University, Ithaca, NY

  • Venue:
  • ACM Transactions on Modeling and Computer Simulation (TOMACS)
  • Year:
  • 2006

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Abstract

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