Random Number Generation and Monte Carlo Methods

Random Number Generation and Monte Carlo Methods
Author: James E. Gentle
Publisher: Springer Science & Business Media
Total Pages: 252
Release: 2013-03-14
Genre: Computers
ISBN: 147572960X


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Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.


Random Number Generation and Monte Carlo Methods
Language: en
Pages: 252
Authors: James E. Gentle
Categories: Computers
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject
Random Number Generation and Monte Carlo Methods
Language: en
Pages: 387
Authors: James E. Gentle
Categories: Computers
Type: BOOK - Published: 2006-04-18 - Publisher: Springer Science & Business Media

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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 appea
Random Number Generation and Monte Carlo Methods
Language: en
Pages: 387
Authors: James E. Gentle
Categories: Computers
Type: BOOK - Published: 2004-09-14 - Publisher: Springer Science & Business Media

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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 appea
Random Number Generation and Quasi-Monte Carlo Methods
Language: en
Pages: 247
Authors: Harald Niederreiter
Categories: Mathematics
Type: BOOK - Published: 1992-01-01 - Publisher: SIAM

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Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This vo
Random Number Generation and Quasi-Monte Carlo Methods
Language: en
Pages: 243
Authors: Harald Niederreiter
Categories: Mathematics
Type: BOOK - Published: 1992-01-01 - Publisher: SIAM

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This volume contains recent work in uniform pseudorandom number generation and quasi-Monte Carlo methods, and stresses the interplay between them.