Inferring model parameters from experimental data is a grand challenge in many sciences, including cosmology. This often relies critically on high fidelity numerical simulations, which are prohibitively computationally expensive. The application of deep learning techniques to generative modeling is renewing interest in using high dimensional density estimators as computationally inexpensive emulators of fully-fledged simulations. These generative models have the potential to make a dramatic shift in the field of scientific simulations, but for that shift to happen we need to study the performance of such generators in the precision regime needed for science applications. To this end, in this letter we apply Generative Adversarial Networks to the problem of generating cosmological weak lensing convergence maps. We show that our generator network produces maps that are described by, with high statistical confidence, the same summary statistics as the fully simulated maps.