This text surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. It covers basic principles, as well as methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. Methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout the book is on practical ...
Read More
This text surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. It covers basic principles, as well as methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. Methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout the book is on practical methods that work well in late-1990s computing environments. The book includes exercises and can be used as a test or supplementary text for various courses in modern statistics. It could serve as the primary test for a specialized course in statistical computing, or as a supplementary text for a course in computations statistics and other areas of modern statistics that rely on simulation. The book, which covers recent developments in the field, could also serve as a useful reference for practitioners.
Read Less
Add this copy of Random Number Generation & Monte Carlo Methods to cart. $12.98, very good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1998 by Springer.
Add this copy of Random Number Generation & Monte Carlo Methods to cart. $12.98, good condition, Sold by ThriftBooks-Reno rated 5.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 1998 by Springer.
Add this copy of Random Number Generation and Monte Carlo Methods to cart. $16.00, very good condition, Sold by Calliopebooks rated 4.0 out of 5 stars, ships from Rockville, MD, UNITED STATES, published 1998 by Springer Verlag.
Add this copy of Random Number Generation and Monte Carlo Methods to cart. $47.53, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1998 by Springer Verlag.
