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General Principles in Random Variate Generation

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Non-Uniform Random Variate Generation

Abstract

In this chapter we introduce the reader to the fundamental principles in non-uniform random variate generation. This chapter is a must for the serious reader. On its own it can be used as part of a course in simulation.

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© 1986 Springer Science+Business Media New York

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Devroye, L. (1986). General Principles in Random Variate Generation. In: Non-Uniform Random Variate Generation. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8643-8_2

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  • DOI: https://doi.org/10.1007/978-1-4613-8643-8_2

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-8645-2

  • Online ISBN: 978-1-4613-8643-8

  • eBook Packages: Springer Book Archive

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