**Non-Uniform Random Variate Generation**

by Luc Devroye

**Publisher**: Springer 1986**ISBN/ASIN**: 0387963057**ISBN-13**: 9780387963051**Number of pages**: 843

**Description**:

This text is about one small field on the crossroads of statistics, operations research and computer science. Statisticians need random number generators to test and compare estimators before using them in real life. In operations research, random numbers are a key component in large scale simulations. Computer scientists need randomness in program testing, game playing and comparisons of algorithms.

Download or read it online for free here:

**Download link**

(37MB, ZIP/PDF)

Download mirrors:**Mirror 1**

## Similar books

**A Minimum of Stochastics for Scientists**

by

**Noel Corngold**-

**Caltech**

The book introduces students to the ideas and attitudes that underlie the statistical modeling of physical, chemical, biological systems. The text contains material the author have tried to convey to an audience composed mostly of graduate students.

(

**11509**views)

**Stochastic Integration and Stochastic Differential Equations**

by

**Klaus Bichteler**-

**University of Texas**

Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and some functional analysis.

(

**13736**views)

**Markov Chains and Stochastic Stability**

by

**S.P. Meyn, R.L. Tweedie**-

**Springer**

The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.

(

**21000**views)

**Theory of Probability: A Historical Essay**

by

**Oscar Sheynin**-

**arXiv.org**

This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science.

(

**7025**views)