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Non-uniform random variate generation / Luc Devroye

Auteur principal : Devroye, Luc, AuteurType de document : MonographieLangue : anglais.Pays : Etats Unis.Éditeur : New York : Springer-Verlag, 1986Description : 1 vol. (843 p.) ; 25 cmISBN : 0387963057.Bibliographie : Bibliogr. p. 784-816. Index.Sujet MSC : 65C10, Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations, Random number generation
65Cxx, Numerical analysis, Probabilistic methods, simulation and stochastic differential equations
62H12, Statistics -- Multivariate analysis, Estimation
68Uxx, Computer science, Computing methodologies and applications
91Bxx, Game theory, economics, social and behavioral sciences, Mathematical economics
En-ligne : Springerlink
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Bibliogr. p. 784-816. Index

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