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 Luc's library has now opened its web doors to all McGill University students. The library is in fact my office (room 300N, McConnell Engineering Building), and the books are a subset of my private collection. Any McGill student may borrow any book at any time!
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Søren Asmussen
Peter Glynn
| Stochastic Simulation: Algorithms and Analysis [Google]
Springer,
New York,
2007. |
L. Barabesi
| Random Variate Generation by Using the Ratio-of-Uniforms Method [Google]
Università degli Studi di Siena Dipartimento di Metodi Quantitativi Collana di Pubblicazioni,
Siena,
1993. |
J.S. Dagpunar
| Principles of Random Variate Generation [Google]
Clarendon Press,
Oxford,
1988. |
L. Devroye
| Non-Uniform Random Variate Generation [Google]
Springer-Verlag,
New York,
1986. |
Hector Zenil (ed.)
| Randomness Through Computation: Some Answers, More Questions [Google]
World Scientific,
Hackensack, NJ,
2011. |
J.E. Gentle
| Random Number Generation and Monte Carlo Methods [Google]
Springer-Verlag,
New York,
1998. |
Todd C. Headrick
| Statistical Simulation: Power Method Polynomials and Other Transformations [Google]
Chapman & Hall,
2009. |
S.G. Henderson
B.L. Nelson (eds)
| Handbooks in Operations Research and Management Science Volume 13 Simulation [Google]
North-Holland,
Amsterdam,
2006. |
Wolfgang Hörmann
Josef Leydold
Gerhard Derflinger
| Automatic Nonuniform Random Variate Generation [Google]
Springer-Verlag,
Berlin,
2004. |
Aleksander Janicki
Aleksander Weron
| Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes [Google]
CRC Press,
Boca Raton, FL,
1994. |
Harry Joe
| Multivariate Models and Multivariate Dependence Concepts [Google]
Chapman and Hall,
Boca Raton, FL,
1997. |
Harry Joe
| Dependence Modeling with Copulas [Google]
CRC Press,
Boca Raton, FL,
2015. |
Dirk P. Kroese
Thomas Taimre
Zdravko I. Botev
| Handbook of Monte Carlo Methods [Google]
John Wiley,
Hoboken, NJ,
2011. |
L. Kuipers
H. Niederreiter
| Uniform Distribution of Sequences [Google]
Dover,
Mineola, N.Y.,
2006. |
Yves Lechevallier
Gilbert Saporta
| COMPSTAT 2010 [Google]
Physica-Verlag,
Berlin,
2010. |
Faming Liang
Chuanhai Liu
Raymond J. Carroll
| Advanced Markov Chain Monte Carlo Methods: Learning from Past Samples [Google]
John Wiley,
Padstow, UK,
2010. |
Jan-Frederik Mai
Matthias Scherer
| Simulating Copulas [Google]
Imperial College Press,
Singapore,
2012. |
Jan-Frederik Mai
Matthias Scherer
| Simulating Copulas 2nd Edition [Google]
World Scientific,
Singapore,
2017. |
H. Niederreiter
| Random Number Generation and Quasi-Monte Carlo Methods [Google]
SIAM,
Philadelphia,
1992. |
H. Niederreiter
| Random Number Generation and Quasi-Monte Carlo Methods [Google]
SIAM,
Philadelphia,
1992. |
S.J. Yakowitz
| Computational Probability and Simulation [Google]
Addison-Wesley,
Reading, MA,
1977. |
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