Random Number, Random Variable, and Stochastic Process Generation
暂无分享,去创建一个
Dirk P. Kroese | Zdravko I. Botev | Thomas Taimre | Rueven Y. Rubinstein | R. Y. Rubinstein | Z. Botev | T. Taimre
[1] Pierre L'Ecuyer,et al. TestU01: A C library for empirical testing of random number generators , 2006, TOMS.
[2] Takuji Nishimura,et al. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator , 1998, TOMC.
[3] B. Ripley. Computer generation of random variables: a tutorial , 1983 .
[4] Alastair J. Walker,et al. An Efficient Method for Generating Discrete Random Variables with General Distributions , 1977, TOMS.
[5] P. A. W. Lewis,et al. A Pseudo-Random Number Generator for the System/360 , 1969, IBM Syst. J..
[6] Pierre L'Ecuyer,et al. Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators , 1999, Oper. Res..
[7] George Marsaglia,et al. A simple method for generating gamma variables , 2000, TOMS.