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scientific article; zbMATH DE number 2002843
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English
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scientific article; zbMATH DE number 2002843

    Statements

    author
    Wolfgang Hörmann
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    Josef Leydold
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    Gerhard Derflinger
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    publication date
    11 November 2003
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    zbMATH Keywords
    nonuniform random number generators
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    universal generator
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    time series
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    simulation
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    Markov chains
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    textbook
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    algorithms
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    Monte Carlo methods
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    finance
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    Bayesian statistics
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    Identifiers

    Mathematics Subject Classification ID
    65C10
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    65-02
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    65C60
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    62M10
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    65C05
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    65C40
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    60J22
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    91G60
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    62C10
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    zbMATH DE Number
    2002843
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