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, Probabilistic methods, stochastic differential equations, Random number generation in numerical analysis
65Cxx, Numerical analysis - Probabilistic methods, stochastic differential equations
62H12, Statistics, Estimation in multivariate analysis
68Uxx, Computer science - Computing methodologies and applications
91Bxx, Game theory, economics, finance, and other social and behavioral sciences - Mathematical economics
En-ligne : Springerlink
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Bibliogr. p. 784-816. Index

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