Summary and Outlook

  • Luca Martino
  • David Luengo
  • Joaquín Míguez
Part of the Statistics and Computing book series (SCO)


In this monograph, we have described the theory and practice of pseudo-random variate generation. This is the core of Monte Carlo simulations and, hence, of practical importance for a large number of applications in various fields, including computational statistics, cryptography, computer modeling, games, etc. The focus has been placed on independent and exact sampling methods, as opposed to techniques that produce weighted (e.g., importance sampling) and/or correlated populations (e.g., MCMC).


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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Luca Martino
    • 1
  • David Luengo
    • 2
  • Joaquín Míguez
    • 1
  1. 1.Department of Signal Theory and CommunicationsCarlos III University of MadridMadridSpain
  2. 2.Department of Signal Theory and CommunicationsTechnical University of MadridMadridSpain

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