Non-Uniform Random Variate Generation
by Luc Devroye
Non-Uniform Random Variate Generation is a focused mathematical and computational treatment of producing random samples from non-uniform probability distributions. Luc Devroye presents a specialized reference for readers exploring probability, simulation, statistical modeling, and the algorithms used to generate random variates.
About This Book
Non-Uniform Random Variate Generation examines the generation of random values that follow probability distributions other than the uniform distribution.
Written by Luc Devroye, the book addresses a specialized area connecting probability theory with computational methods.
Its subject is relevant to readers working with simulation, statistical modeling, and algorithmic approaches to random sampling.
The book is suited to advanced study and reference in mathematics, probability, and computer science.
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