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Random number generators

✍ Scribed by Marsaglia G.


Year
2003
Tongue
English
Leaves
12
Category
Library

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ΠœΠ°Ρ‚Π΅ΠΌΠ°Ρ‚ΠΈΠΊΠ°;ВСория вСроятностСй ΠΈ матСматичСская статистика;


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Random number generators
✍ Marsaglia G. πŸ“‚ Library πŸ“… 2003 🌐 English

The author discusses some promising new random number generators, as well as formulates the mathematical basis that makes them random variables in the same sense as more familiar ones in probability and statistics, emphasizing his view that randomness exists only in the sense of mathematics. He disc

Random Number Generation and Monte Carlo
✍ James E. Gentle πŸ“‚ Library πŸ“… 2003 πŸ› Springer 🌐 English

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