I don’t see that, with your code I get:
julia> for _ in 1:10
@time resp=simulate_N_paths(1000,1001);
end
0.686341 seconds (7.04 k allocations: 763.568 MiB)
0.689205 seconds (7.04 k allocations: 763.568 MiB, 0.38% gc time)
0.721921 seconds (7.04 k allocations: 763.568 MiB, 2.66% gc time)
0.881423 seconds (7.04 k allocations: 763.568 MiB)
0.985052 seconds (7.04 k allocations: 763.568 MiB, 9.72% gc time)
0.649257 seconds (7.04 k allocations: 763.568 MiB)
0.687810 seconds (7.04 k allocations: 763.568 MiB, 3.81% gc time)
0.662495 seconds (7.04 k allocations: 763.568 MiB)
0.654960 seconds (7.04 k allocations: 763.568 MiB, 0.29% gc time)
0.663761 seconds (7.04 k allocations: 763.568 MiB)