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

@article{Ghosh2003BehaviorOT,
  title={Behavior of the NORTA method for correlated random vector generation as the dimension increases},
  author={Soumyadip Ghosh and Shane G. Henderson},
  journal={ACM Trans. Model. Comput. Simul.},
  year={2003},
  volume={16},
  pages={93-94}
}
This note corrects an error in Ghosh and Henderson [2003]. 
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