1. See: http://wwwinfo.cern.ch/asd/index.html.
2. See, for example: http://wwwcn.cern.ch/asdoc/WWW/naglib/nagnew.html.
3. As B. Spaan has pointed out, it is straightforward to generate a set of random values x→′ according to an arbitrary covariance matrix V. First determine the eigenvalues λi of the covariance matrix and the corresponding eigenvectors x→i. Construct a rotation matrix R from the eigenvectors where each column corresponds to an eigenvector. Then, generate a vector r→ with i uncorrelated elements each chosen randomly from the Gaussian distribution: r→i=exp−x2/2λi/2πλi. Obtain the set of correlated random numbers x→′ by rotation: x→′=R·r→.
4. F. James, Monte Carlo Theory and Practice, in T. Ferbel (Ed.), Experimental Techniques in High-Energy Nuclear and Particle Physics, World Scientific, Singapore, 1991.
5. L. Taylor, Properties of the W Boson, in XVIIth Int. Conf. on Phys. in Collision, Bristol, UK, 25–27 June 1997, to be published.