Abstract
In this chapter, we give a quick overview and discussion of some of the principal methods for generating good random numbers with a specified distribution on a computer.
Anyone who considers arithmetical methods of producing random numbers is, of course, in a state of sin.
John Von Neumann
Nothing is random, only uncertain.
Gail Gasram
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© 2004 Springer Science+Business Media New York
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Bucklew, J.A. (2004). Random Number Generation. In: Introduction to Rare Event Simulation. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-4078-3_1
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DOI: https://doi.org/10.1007/978-1-4757-4078-3_1
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-1893-2
Online ISBN: 978-1-4757-4078-3
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