Monte Carlo simulation has become an important tool in all fields of science. Simulation methodology relies on a source of numbers that appear to be random. This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation.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.
|Title||:||Random Number Generation and Monte Carlo Methods|
|Author||:||James E. Gentle|
|Publisher||:||Springer Science & Business Media - 2003-06-16|