Non-Uniform Random Variate Generation

Non-Uniform Random Variate Generation

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

Author(s): Luc Devroye
Format(s): PDF
Link: Download.







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