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Random Number Generation and Monte Carlo Methods Book

Random Number Generation and Monte Carlo Methods
Random Number Generation and Monte Carlo Methods, , Random Number Generation and Monte Carlo Methods has a rating of 3.5 stars
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Random Number Generation and Monte Carlo Methods, , Random Number Generation and Monte Carlo Methods
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  • Random Number Generation and Monte Carlo Methods
  • Written by author James E. Gentle
  • Published by Springer-Verlag New York, LLC, January 2003
  • Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples
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Book Categories

Authors

Preface
1Simulating Random Numbers from a Uniform Distribution1
2Quality of Random Number Generators61
3Quasirandom Numbers93
4Transformations of Uniform Deviates: General Methods101
5Simulating Random Numbers from Specific Distributions165
6Generation of Random Samples, Permutations, and Stochastic Processes217
7Monte Carlo Methods229
8Software for Random Number Generation283
9Monte Carlo Studies in Statistics297
ANotation and Definitions313
BSolutions and Hints for Selected Exercises323
Bibliography331
Author Index371
Subject Index377


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