Automatic Nonuniform Random Variate Generation

by Wolfgang Hörmann, Wolfgang Hormann, Wolfgang Hvrmann

The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in its overall organization, the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples...

• Format: Hardcover
• Language: English
• ISBN: 3540406522
• ISBN13: 9783540406525
• Release Date: October 2003
• Publisher: Springer
• Length: 441 Pages
• Weight: 1.79 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"