The generation of correlated Rayleigh random variates by inverse discrete Fourier transform

@article{Young2000TheGO,
  title={The generation of correlated Rayleigh random variates by inverse discrete Fourier transform},
  author={David J. Young and Norman C. Beaulieu},
  journal={IEEE Trans. Communications},
  year={2000},
  volume={48},
  pages={1114-1127}
}
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