Random number generation and Monte Carlo methods /

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...

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Bibliographic Details

Main Author:	Gentle, James E., 1943-
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York : Springer, [1998]
Series:	Statistics and computing.
Subjects:	Monte Carlo method. Random number generators. Monte-Carlo, Méthode de. Générateurs de nombres aléatoires. Monte Carlo-methode. Willekeurige getallen. Monte-Carlo-Simulation. Zufallsgenerator. Electronic books.
Online Access:	Connect to the full text of this electronic book