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Random Number Generation and Monte Carlo Methods by James E. Gentle (Hardcover, 2004)

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Product Information

Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These pseudorandom numbers must pass statistical tests just as random samples would. Methods for producing pseudorandom numbers and transforming those numbers to simulate samples from various distributions are among the most important topics in statistical computing. This 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 per cent 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.

Product Identifiers

Publisher
Springer-Verlag New York Inc.
ISBN-13
9780387001784
eBay Product ID (ePID)
95576870

Product Key Features

Book Title
Random Number Generation and Monte Carlo Methods
Author
James E. Gentle
Format
Hardcover
Language
English
Topic
Computer Science, Mathematics
Publication Year
2004
Type
Textbook
Number of Pages
382 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
1640g

Additional Product Features

Title_Author
James E. Gentle
Series Title
Statistics and Computing
Country/Region of Manufacture
United States

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Random Number Generation and Monte Carlo Methods by James E. Gentle (Hardcover, 2004)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Books

The Concise 48 Laws Of Power by Robert Greene (Paperback, 2002)

Atomic Habits: the life-changing million-copy #1 bestseller by James Clear (Paperback, 2018)

First Day by Andrew Daddo (Paperback, 2014)

Conversations with Phantoms: Exclusive Interviews About the 1978 TV Movie, Kiss Meets the Phantom of the Park by Ron Albanese (Paperback, 2020)

Save on Books

Frank Herbert'S Dune Saga 3-Book Boxed Set: Dune, Dune Messiah, and Children of

The Satanic Bible by Anton Szandor Lavey (English) Mass Market Paperback Book

A Gentleman in Moscow: The worldwide bestseller by Amor Towles (Paperback, 2017)

FCk Off! This Is MY Coloring Book: the Very FCking Best of John T | Swear Word

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