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Random Number Generation & Monte Carlo Methods

by Gentle, James E. A

  • ISBN: 9780387985220
  • ISBN10: 0387985220

Random Number Generation & Monte Carlo Methods

by Gentle, James E. A

  • List Price: $79.95
  • Binding: Hardcover
  • Publisher: Springer-Verlag Telos
  • Publish date: 09/01/1998
  • ISBN: 9780387985220
  • ISBN10: 0387985220
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Description: This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. The best methods for generating random varieties 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 current computing environments. The book includes exercises and can be used as the primary text for a specialized course in statistical computing, or as a supplementary text for a course in computational statistics and other areas of modern statistics that rely on simulation. The book, which covers recent developments in the field, is also a useful reference for practitioners.
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