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
Random Number Generation and Monte Carlo Methods
โ Scribed by James E. Gentle (auth.)
- Publisher
- Springer New York
- Year
- 1998
- Tongue
- English
- Leaves
- 251
- Series
- Statistics and Computing
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Front Matter....Pages i-xiv
Simulating Random Numbers from a Uniform Distribution....Pages 1-40
Transformations of Uniform Deviates: General Methods....Pages 41-83
Simulating Random Numbers from Specific Distributions....Pages 85-119
Generation of Random Samples and Permutations....Pages 121-129
Monte Carlo Methods....Pages 131-150
Quality of Random Number Generators....Pages 151-165
Software for Random Number Generation....Pages 167-175
Monte Carlo Studies in Statistics....Pages 177-191
Back Matter....Pages 193-247
โฆ Subjects
Statistics and Computing/Statistics Programs
๐ SIMILAR VOLUMES
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