# GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER)

Random number generator of d-variate (correlated) normal distribution with parameters a and T. You can obtain any successive random vector x according to the formula

where:

# GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER2)

Random number generator of d-variate (correlated) normal distribution with parameters a and T. You can obtain any successive random vector x according to the formula

where:

# GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_ICDF)

Random number generator of d-variate (correlated) normal distribution with parameters a and T. You can obtain any successive random vector x according to the formula

where:

# Exponential (VSL_RNG_METHOD_EXPONENTIAL_ICDF/ VSL_RNG_METHOD_EXPONENTIAL_ICDF_ACCURATE)

Random number generator of the exponential distribution with parameters a and β. You can generate any successive random number x of the exponential distribution by the inverse transformation method from the formula:

# Laplace (VSL_RNG_METHOD_LAPLACE_ICDF)

Random number generator of the Laplace distribution with parameters a and β. You can generate any successive random number x of the Laplace distribution by the inverse transformation method from the formula:

# Weibull (VSL_RNG_METHOD_WEIBULL_ICDF/ VSL_RNG_METHOD_WEIBULL_ICDF_ACCURATE)

Random number generator of the Weibull distribution with the parameters α, a and β. You can generate any successive random number x of the Weibull distribution by the inverse transformation method from the formula

# Cauchy (VSL_RNG_METHOD_CAUCHY_ICDF)

Random number generator of the Cauchy distribution with parameters a and β. You can generate any successive random number x of the Cauchy distribution by the inverse transformation method from the formula

# Rayleigh (VSL_RNG_METHOD_RAYLEIGH_ICDF/ VSL_RNG_METHOD_RAYLEIGH_ICDF_ACCURATE)

Random number generator of the Rayleigh distribution with the parameters a and β. You can generate any successive random number x of the Rayleigh distribution by the inverse transformation method from the formula

,

# Lognormal (VSL_RNG_METHOD_LOGNORMAL_ BOXMULLER2/

Random number generator of the lognormal distribution with parameters a, σ, b and β. You can generate any successive random number x of the lognormal distribution by the inverse transformation method from the formula

# Lognormal (VSL_RNG_METHOD_LOGNORMAL_ICDF/VSL_RNG_METHOD_LOGNORMAL_ICDF_ACCURATE)

Random number generator of the lognormal distribution with parameters a, σ, b and β. You can generate any successive random number x of the lognormal distribution by the inverse transformation method from the formula