Abstract
Chapter 2 is devoted to generating random numbers. Standard generators provide uniform deviates; their properties are clarified. Random variables from other distributions are obtained via inversion or transformation methods. Specially the chapter explains how to generate normally distributed variables. Finally, fully deterministic low-discrepancy numbers are introduced.
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© 2012 Springer-Verlag London Limited
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Seydel, R.U. (2012). Generating Random Numbers with Specified Distributions. In: Tools for Computational Finance. Universitext. Springer, London. https://doi.org/10.1007/978-1-4471-2993-6_2
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DOI: https://doi.org/10.1007/978-1-4471-2993-6_2
Publisher Name: Springer, London
Print ISBN: 978-1-4471-2992-9
Online ISBN: 978-1-4471-2993-6
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