© 2009 Mitch Richling

0387001786

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Random Number Generation and Monte Carlo Methods

Author:
James E. Gentle
Pub Date:
2005
Publisher:
Springer
Media:
Book
ISBN:
0387001786
Recommendation:
very highly recommended + BIC(76)
Categories:
math(126):statistics(35):model(2)
math(126):statistics(35):random(1)
cs(61):programming(29):math(1)
Related Keywords:
cs(61) math(126) math(126) math(126) model(2) programming(29) random(1) statistics(35) statistics(35)
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@amazon
Annotation:
Gentle's book is a comprehensive and modern overview of random number generation techniques. Most of the important generators are covered in detail -- algorithms, quality measures, and use patterns. The writing is clear, and the exercises are well motivated. The bibliography is extensive, and worth the price of the book by itself.
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© 2009 Mitch Richling