  The combination of different cosmological probes offers stringent tests of
the $\Lambda$CDM model and enhanced control of systematics. For this purpose,
we present an extension of the lightcone generator UFalcon first introduced in
Sgier et al. 2019 (arXiv:1801.05745), enabling the simulation of a
self-consistent set of maps for different cosmological probes. Each realization
is generated from the same underlying simulated density field, and contains
full-sky maps of different probes, namely weak lensing shear, galaxy
overdensity including RSD, CMB lensing, and CMB temperature anisotropies from
the ISW effect. The lightcone generation performed by UFalcon is parallelized
and based on the replication of a large periodic volume simulated with the
GPU-accelerated $N$-Body code PkdGrav3. The post-processing to construct the
lightcones requires only a runtime of about 1 walltime-hour corresponding to
about 100 CPU-hours. We use a randomization procedure to increase the number of
quasi-independent full-sky UFalcon map-realizations, which enables us to
compute an accurate multi-probe covariance matrix. Using this framework, we
forecast cosmological parameter constraints by performing a multi-probe
likelihood analysis for a combination of simulated future stage-IV-like
surveys. We find that the inclusion of the cross-correlations between the
probes significantly increases the information gain in the parameter
constraints. We also find that the use of a non-Gaussian covariance matrix is
increasingly important, as more probes and cross-correlation power spectra are
included. A version of the UFalcon package currently including weak
gravitational lensing is publicly available.
