**Non-Uniform Random Variate Generation**

by Luc Devroye

**Publisher**: Springer 1986**ISBN/ASIN**: 0387963057**ISBN-13**: 9780387963051**Number of pages**: 843

**Description**:

This text is about one small field on the crossroads of statistics, operations research and computer science. Statisticians need random number generators to test and compare estimators before using them in real life. In operations research, random numbers are a key component in large scale simulations. Computer scientists need randomness in program testing, game playing and comparisons of algorithms.

Download or read it online for free here:

**Download link**

(37MB, ZIP/PDF)

Download mirrors:**Mirror 1**

## Similar books

**Statistics, Probability, and Game Theory: papers in honor of David Blackwell**

by

**David Blackwell, at al.**-

**IMS**

The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic, comparison of experiments, games of timing, merging of opinions, etc.

(

**8256**views)

**Basic Data Analysis and More: A Guided Tour Using Python**

by

**O. Melchert**-

**arXiv**

In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).

(

**8782**views)

**Topics in Random Matrix Theory**

by

**Terence Tao**

This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.

(

**8435**views)

**Markov Chains and Mixing Times**

by

**D. A. Levin, Y. Peres, E. L. Wilmer**-

**American Mathematical Society**

An introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.

(

**9013**views)