Non-Uniform Random Variate Generation
Luc Devroye
Broschiertes Buch

Non-Uniform Random Variate Generation

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Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians need random number generators to test and compare estlmators before uslng them ln real l!fe. In operatlons research, random numbers are a key component ln !arge scale slmulatlons. Computer sclen tlsts need randomness ln program testlng, game playlng and comparlsons of algo rlthms. The appl!catlons are wlde and varled. Yet all depend upon the same com puter generated random numbers. Usually, the randomness demanded by an appl!catlon has some bullt-ln structure: typlcally, ...