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Non-Uniform Random Variate Generation

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Author(s): Luc Devroye
Publisher: Springer-Verlag New York
Year: 0

Language: English
Pages: 857
Tags: Probability Theory and Stochastic Processes

Front Matter....Pages i-xvi
The Random Bit Model....Pages 768-783
Introduction....Pages 1-26
General Principles in Random Variate Generation....Pages 27-82
Discrete Random Variates....Pages 83-117
Specialized Algorithms....Pages 118-205
Uniform and Exponential Spacings....Pages 206-245
The Poisson Process....Pages 246-285
Universal Methods....Pages 286-357
Table Methods for Continuous Random Variates....Pages 358-378
Continuous Univariate Densities....Pages 379-484
Discrete Univariate Distributions....Pages 485-553
Multivariate Distributions....Pages 554-610
Random Sampling....Pages 611-641
Random Combinatorial Objects....Pages 642-673
Probabilistic Shortcuts and Additional Topics....Pages 674-767
Back Matter....Pages 784-843