Random Number Generation and Monte Carlo Methods

Authors:

ISBN: 978-0-387-00178-4 (Print) 978-0-387-21610-2 (Online)

Table of contents (9 chapters)

  1. Front Matter

    Pages i-xv

  2. No Access

    Chapter

    Pages 1-60

    Simulating Random Numbers from a Uniform Distribution

  3. No Access

    Chapter

    Pages 61-91

    Quality of Random Number Generators

  4. No Access

    Chapter

    Pages 93-100

    Quasirandom Numbers

  5. No Access

    Chapter

    Pages 101-163

    Transformations of Uniform Deviates: General Methods

  6. No Access

    Chapter

    Pages 165-215

    Simulating Random Numbers from Specific Distributions

  7. No Access

    Chapter

    Pages 217-228

    Generation of Random Samples, Permutations, and Stochastic Processes

  8. No Access

    Chapter

    Pages 229-281

    Monte Carlo Methods

  9. No Access

    Chapter

    Pages 283-296

    Software for Random Number Generation

  10. No Access

    Chapter

    Pages 297-311

    Monte Carlo Studies in Statistics

  11. Back Matter

    Pages 313-381