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1986 | OriginalPaper | Chapter

General Principles in Random Variate Generation

Author : Luc Devroye

Published in: Non-Uniform Random Variate Generation

Publisher: Springer New York

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In this chapter we introduce the reader to the fundamental principles in non-uniform random variate generation. This chapter is a must for the serious reader. On its own it can be used as part of a course in simulation.

Metadata
Title
General Principles in Random Variate Generation
Author
Luc Devroye
Copyright Year
1986
Publisher
Springer New York
DOI
https://doi.org/10.1007/978-1-4613-8643-8_2