Automatic Nonuniform Random Variate Generation (English, Wolfgang Hörmann | Josef Leydold | Gerhard Derflinger)
by Wolfgang Hörmann | Josef Leydold | Gerhard Derflinger
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About the Book
Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new con…
ISBN: 9783540406525
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