01939nam a2200193Ia 4500008004100000020001800041082000800059100002100067245005300088250001200141260003600153300001500189365001500204440002900219520143600248650002901684650002301713852000901736140323b2003 xxu||||| |||| 00| 0 eng d a9780387001784 a519 aGentle, James E. aRandom number generation and Monte Carlo methods a2nd ed. aNew YorkbSpringer-Verlagc2003 axv, 381 p. bEURO 79.95 aStatistics and Computing aThis 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 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 current 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 computational 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. Although some familiarity with probability and statistics is assumed, the book is accessible to a broad audience.
The second edition is approximately 50% longer than the first edition. It includes advances in methods for parallel random number generation, universal methods for generation of nonuniform variates, perfect sampling, and software for random number generation. aRandom number generators aMonte Carlo method hG2R2