This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte
โฆ LIBER โฆ
๐
Random Number Generation and Monte Carlo Methods
โ Scribed by James E. Gentle
- Publisher
- Springer
- Year
- 2003
- Tongue
- English
- Leaves
- 386
- Series
- Statistics and Computing
- Edition
- 2nd
- Category
- Library
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Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never