Free book “Non-Uniform Random Variate Generation” by Luc Devroye. You can download the each chapter in pdf format.

**Description**

The book presents many practical algorithms on simulation of both discrete and continuous random variables. It also provides with important information on distributions. It is invaluable for a practitioner interested in using densities arising in applications.

**Contents**

- Introduction
- General Principles In Random Variate Generation
- Discrete Random Variates
- Specialized Algorithms
- Uniform And Exponential Spacings
- The Poisson Process
- Universal Methods
- Table Methods For Continuous Random Variates
- Continuous Univariate Densities
- Discrete Univariate Distributions
- Multivariate Distributions
- Random Sampling
- Random Combinatorial Objects
- Probabilistic Shortcuts And Additional Topics
- The Random Bit Model

**Book Details**