When used with large value of n (e.g. several millions or more), the complexity of this approach is slowed by the drawn of the sequences Yj. It is therefore possible to improve the method by simulating directly the frequencies N through (5). As this approximation has a very small impact on the distribution of SN (data not shown) it may dramatically speed-up the computations when considering large n or M. It is nevertheless important to point out that drawing a Gaussian vector size L requires to precompute the Choleski decomposition of its covariance matrix which could be a limiting factor when considering large L.