Automatic nonuniform random variate generation /

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,...

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Bibliographic Details

Main Authors:	Hörmann, Wolfgang (Author), Leydold, Josef (Author), Derflinger, Gerhard (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Heidelberg : Springer, 2004.
Series:	Statistics and computing.
Subjects:	Statistics. Statistics and Computing/Statistics Programs. Algorithms. Simulation and Modeling. Quantitative Finance. Random variables. Electronic books.
Online Access:	Connect to the full text of this electronic book