## Generating Uniform, Correlated Random Numbers

From: andrew cooke <andrew@...>

Date: Sun, 22 Nov 2009 19:41:11 -0300

I just posted a simple paper that covers a couple of ways to do this -
http://www.acooke.org/random.pdf

Andrew

### Correlated Random Variables

From: andrew cooke <andrew@...>

Date: Fri, 12 Aug 2011 17:35:12 -0400

An alternative approach to this problem is Gibbs Sampling

Readable wikipedia article - http://en.wikipedia.org/wiki/Gibbs_sampling
Worked example - http://www.mas.ncl.ac.uk/~ndjw1/teaching/sim/gibbs/gibbs.html

Andrew