sampling from the "tails" of multivariate normal

[Ranjan Maitra <maitra@math.umbc.edu>]

Dear all,

I have a question: suppose I have a p-variate multivariate normal
distribution N(0,I). Are there efficient algorithms to sample from the
region outside the ellipsoid centered around the mean? Can someone
please provide a reference? I am interested in the general case for
p>=2. 

Thanks and best wishes,
Ranjan

-- 
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          Ranjan Maitra, Department of Mathematics and Statistics,
     University of Maryland, Baltimore County, Baltimore, MD 21250, USA.
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