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Non-Uniform Random Variate Generation

  • Book
  • © 1986

Overview

Authors:
  1. Luc Devroye

    1. School of Computer Science, McGill University, Montreal, Canada

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Table of contents (15 chapters)

  1. Front Matter

    Pages i-xvi
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  2. Introduction

    • Luc Devroye
    Pages 1-26

  3. General Principles in Random Variate Generation

    • Luc Devroye
    Pages 27-82

  4. Discrete Random Variates

    • Luc Devroye
    Pages 83-117

  5. Specialized Algorithms

    • Luc Devroye
    Pages 118-205

  6. Uniform and Exponential Spacings

    • Luc Devroye
    Pages 206-245

  7. The Poisson Process

    • Luc Devroye
    Pages 246-285

  8. Universal Methods

    • Luc Devroye
    Pages 286-357

  9. Table Methods for Continuous Random Variates

    • Luc Devroye
    Pages 358-378

  10. Continuous Univariate Densities

    • Luc Devroye
    Pages 379-484

  11. Discrete Univariate Distributions

    • Luc Devroye
    Pages 485-553

  12. Multivariate Distributions

    • Luc Devroye
    Pages 554-610

  13. Random Sampling

    • Luc Devroye
    Pages 611-641

  14. Random Combinatorial Objects

    • Luc Devroye
    Pages 642-673

  15. Probabilistic Shortcuts and Additional Topics

    • Luc Devroye
    Pages 674-767

  16. The Random Bit Model

    • Luc Devroye
    Pages 768-783

  17. Back Matter

    Pages 784-843
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Keywords

Authors and Affiliations

  • School of Computer Science, McGill University, Montreal, Canada

    Luc Devroye

Bibliographic Information

  • Book Title: Non-Uniform Random Variate Generation

  • Authors: Luc Devroye

  • DOI: https://doi.org/10.1007/978-1-4613-8643-8

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1986

  • Softcover ISBN: 978-1-4613-8645-2Published: 18 November 2013

  • eBook ISBN: 978-1-4613-8643-8Published: 22 November 2013

  • Edition Number: 1

  • Number of Pages: XVI, 843

  • Topics: Probability Theory and Stochastic Processes

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