Random Number Generation and Monte Carlo Methods, Second Edition

by James E. Gentle

Springer, 2003.

The outline is

  • Preface to Second Edition
  • Table of Contents
  • Chapter 1. Simulating Random Numbers from a Uniform Distribution
  • Chapter 2. Quality of Random Number Generators
  • Chapter 3. Quasirandom Numbers
  • Chapter 4. Transformations of Uniform Deviates: General Methods
  • Chapter 5. Simulating Random Numbers from Specific Distributions
  • Chapter 6. Generation of Random Samples, Permutations, and Stochastic Processes
  • Chapter 7. Monte Carlo Methods
  • Chapter 8. Software for Random Number Generation
  • Chapter 9. Monte Carlo Studies in Statistics
  • Bibliography
  • Author Index
  • Subject Index

    I would appreciate any feedback from readers -- corrections, suggestions, or general comments.

    A file that I intend to maintain for some time is the errata list.

    James Gentle, jgentle@gmu.edu