A tutorial on uniform variate generation

In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in the appropriate way. In this tutorial, we examine practical ways of generating such va...

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Vydané v:	Proceedings of the 21st conference on Winter simulation s. 40 - 49
Hlavný autor:	L'Ecuyer, P.
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	New York, NY, USA ACM 01.10.1989
Edícia:	ACM Conferences
Predmet:	Computing methodologies > Modeling and simulation Mathematics of computing > Mathematical analysis > Numerical analysis > Computations on matrices Mathematics of computing > Mathematical analysis > Numerical analysis > Computations on polynomials Mathematics of computing > Probability and statistics > Probabilistic reasoning algorithms > Random number generation
ISBN:	0911801588, 9780911801583
On-line prístup:	Získať plný text
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