A column-oriented optimization approach for the generation of correlated random vectors
Author:
Funder
National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,Business, Management and Accounting (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s00291-021-00620-5.pdf
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4. Biswas A (2004) Generating correlated ordinal categorical random samples. Stat Probab Lett 70(1):25–35
5. Cahen EJ, Mandjes M, Zwart B (2018) Estimating large delay probabilities in two correlated queues. ACM Trans Model Comput Simul 28(1):2
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