Citation
(2004), "Random Number Generation and Monte Carlo methods", Kybernetes, Vol. 33 No. 1. https://doi.org/10.1108/k.2004.06733aae.007
Publisher
:Emerald Group Publishing Limited
Copyright © 2004, Emerald Group Publishing Limited
Random Number Generation and Monte Carlo methods
Random Number Generation and Monte Carlo methods
J.E. GentleSpringer2nd Ed.2003xv + 381 pp. (54 Illus.)IBSN 0-387-00178-6Hardcover, 79.95. £61.50 (+local VAT)Review DOI 10.1108/0368492041051501100
Monte Carlo Methods
This text is concerned with the techniques of random number generation and the use of random numbers in Monte Carlo simulation. This is a device often used by cybernetics and systems researchers in computing environments.
This is the second edition of the book which is 50 per cent longer than the first edition and suitably updated. It covers the basic principles, and newer methods. What will please the researchers in our fields is that its emphasis is on practical methods that work well in current cybernetic and systemic software development. The book contains details of such programs for random number generation. It also includes exercises which would supplement various courses in modern statistics.
It includes methods for parallel random number generation, universal methods for generating nonuniform variates, and perfect sampling.