Gentle James E. Random Number Generation and Monte Carlo Methods

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  2. Академическая и специальная литература
  3. Математика
  4. Теория вероятностей и математическая статистика
  5. Теория вероятностей
Теория вероятностей
Теория вероятностей и математическая статистика
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Gentle James E. Random Number Generation and Monte Carlo Methods
2nd ed. , corr. - Springer, 2005. - 381 p. (Statistics and computing)
Simulating Random Numbers from a Uniform Distribution
Quality of Random Number Generators
Quasirandom Numbers
Transformations of Uniform Deviates: General Methods
Simulating Random Numbers from Specific Distributions
Generation of Random Samples, Permutations, and stochastic Processes
Monte Carlo Methods
Software for Random Number Generation
Monte Carlo Studies in Statistics
Notation and Definitions
Solutions and Hints for Selected Exercises
Bibliography
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