Summary and Outlook
In this monograph, we have described the theory and practice of pseudo-random variate generation. This is the core of Monte Carlo simulations and, hence, of practical importance for a large number of applications in various fields, including computational statistics, cryptography, computer modeling, games, etc. The focus has been placed on independent and exact sampling methods, as opposed to techniques that produce weighted (e.g., importance sampling) and/or correlated populations (e.g., MCMC).
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