Allocations when creating array

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)