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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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L. Alonso
R. Schott
| Random Generation of Trees [Google]
Kluwer Academic Publishers,
1995. |
B.C. Arnold
E. Castillo
J.-M. Sarabia
| Conditionally Specified Distributions [Google]
Springer-Verlag,
1992. |
B.C. Arnold
E. Castillo
J.M. Sarabia
| Conditional Specification of Statistical Models [Google]
Springer-Verlag,
New York,
1999. |
Søren Asmussen
Peter Glynn
| Stochastic Simulation: Algorithms and Analysis [Google]
Springer,
New York,
2007. |
F. Baccelli
G. Cohen
G.J. Olsder
J.-P. Quadrat
| Synchronization and Linearity: An Algebra for Discrete Event Systems [Google]
John Wiley,
Chichester,
1992. |
N. Balakrishnan
V.B. Melas
S.M. Ermakov (eds)
| Stochastic Simulation Methods [Google]
Birkhäuser,
Boston,
2000. |
J. Banks
J.S. Carson
| Discrete Event Simulation [Google]
Prentice-Hall,
Englewood Cliffs, NJ,
1984. |
K. Binder
D.W. Heermann
| Monte Carlo Simulation in Statistical Physics [Google]
Springer-Verlag,
Berlin,
1988. |
N. Bouleau
| Probabilités de l'Ingénieur, Variables Aléatoires et Simulation [Google]
Hermann,
Paris,
1986. |
N. Bouleau
D. Lépingle
| Numerical Methods for Stochastic Processes [Google]
John Wiley,
New York,
1994. |
P. Bratley
B.L. Fox
L.E. Schrage
| A Guide to Simulation, 2nd Ed. [Google]
Springer-Verlag,
New York,
1987. |
P. Brémaud
| Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues [Google]
Springer-Verlag,
New York,
1999. |
J.A. Bucklew
| Large Deviation Techniques in Decision, Simulation and Estimation [Google]
John Wiley,
New York,
1990. |
James Antonio Bucklew
| Introduction to Rare Event Simulation [Google]
Springer-Verlag,
New York,
2004. |
Peter Busswald
| Effiziente Zufallszahlenerzeugung aus der Zetaverteilung und der Verallgemeinerten Poissonverteilung [Google]
Technische Universität Graz,
Graz, Austria,
1993. |
M.-H. Chen
J.G. Ibrahim
Q.-M. Shao
| Monte Carlo Methods in Bayesian Computation [Google]
New York,
2000. |
Prem C. Consul
Felix Famoye
| Lagrangian Probability Distributions [Google]
Birkhäuser,
Boston, MA,
2006. |
I. Deák
| Random Number Generation and Simulation [Google]
Akadémiai Kiadó,
Budapest,
1990. |
Arnaud Doucet
Nando de Freitas
Neil Gordon (eds)
| Sequential Monte Carlo in Practice [Google]
Springer,
New York,
2001. |
E.J. Dudewicz
Z.A. Karian (eds)
| Modern Design and Analysis of Discrete-Event Computer Simulations [Google]
IEEE Computer Society Press,
Washington, DC,
1985. |
Hector Zenil (ed.)
| Randomness Through Computation: Some Answers, More Questions [Google]
World Scientific,
Hackensack, NJ,
2011. |
Michael Evans
Tim Swartz
| Approximating Integrals Via Monte Carlo and Deterministic Methods [Google]
Oxford University Press,
Oxford, UK,
2000. |
G.S. Fishman
| Principles of Discrete Event Simulation [Google]
John Wiley,
New York,
1978. |
G.S. Fishman
| Monte Carlo: Concepts, Algorithms and Applications [Google]
Springer-Verlag,
New York,
1996. |
Bennett L. Fox
| Strategies for Quasi-Monte Carlo [Google]
Kluwer Academic Publishers,
Boston,
1999. |
Bennett L. Fox
| Strategies for Quasi-Monte Carlo [Google]
Kluwer Academic Publishers,
Boston,
1999. |
J.E. Gentle
| Random Number Generation and Monte Carlo Methods [Google]
Springer-Verlag,
New York,
1998. |
W.R. Gilks
S. Richardson
D.J. Spiegelhalter (eds)
| Markov Chain Monte Carlo in Practice [Google]
Chapman and Hall/CRC,
Boca Raton,
1996. |
P. Glasserman
| Gradient Estimation via Perturbation Analysis [Google]
Kluwer Academic Publishers,
Dordrecht, The Netherlands,
1991. |
P. Glasserman
| Gradient Estimation via Perturbation Analysis [Google]
Kluwer Academic Publishers,
Dordrecht, The Netherlands,
1991. |
P. Glasserman
D.D. Yao
| Monotone Structure in Discrete-Event Systems [Google]
John Wiley,
New York,
1994. |
F. Glover
M. Laguna
| Tabu Search [Google]
Kluwer Academic Publishers,
Boston,
1997. |
B.S. Gottfried
| Elements of Stochastic Process Simulation [Google]
Prentice-Hall,
Englewood Cliffs, NJ,
1984. |
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. |
E. Hlawka
| The Theory of Uniform Distribution [Google]
A B Academic Publishers (Eastern Press),
Reading,
1984. |
E. Hlawka
| The Theory of Uniform Distribution [Google]
A B Academic Publishers (Eastern Press),
Reading,
1984. |
Y.C. Ho
X.-R. Cao
| Perturbation Analysis and Discrete Event Dynamic Systems [Google]
Kluwer Academic Publishers,
Boston, MA,
1991. |
Aleksander Janicki
Aleksander Weron
| Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes [Google]
CRC Press,
Boca Raton, FL,
1994. |
Thurner Johann
| Die Erzeugung von Zufallszahlen aus der Poisson- und Binomialverteilung (Diplomarbeit) [Google]
Technische Universität Graz,
Graz, Austria,
1990. |
M.E. Johnson
| Multivariate Statistical Simulation [Google]
John Wiley,
New York,
1987. |
Voratas Kachitvichyanukul
| Computer generation of Poisson, binomial, and hypergeometric random variates (Ph.D. dissertation) [Google]
Purdue University,
Lafayette, IN,
1982. |
W.D. Kelton
R.P. Sadowski
D.A. Sadowski
| Simulation with ARENA [Google]
McGraw Hill,
Boston,
1998. |
W.J. Kennedy
J.E. Gentle
| Statistical Computing [Google]
Marcel Dekker,
New York,
1980. |
S. Kotz
T.J. Kozubowski
K. Podgórski
| The Laplace Distribution and Generalizations [Google]
Birkhäuser,
Boston,
2001. |
Samuel Kotz
Saralees Nadarajah
| Extreme Value Distributions: Theory and Applications [Google]
Imperial College Press,
2000. |
Samuel Kotz
Johan René van Dorp
| Beyond Beta [Google]
World Scientific,
Singapore,
2004. |
Samuel Kotz
Saralees Nadarajah
| Multivariate t Distributions and their Applications [Google]
Cambridge University Press,
Cambridge,
2004. |
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. |
D.P. Landau
K. Binder
| A Guide to Monte Carlo Simulations in Statistical Physics [Google]
Cambridge University Press,
Cambridge, UK,
2000. |
Louis Laurencelle
| Hasard Nombreas Aléatoires et Méthode Monte Carlo [Google]
Presses de l'Université du Québec,
Sainte-Foy, Québec,
2001. |
A.M. Law
W.D. Kelton
| Simulation Modeling and Analysis [Google]
McGraw-Hill,
New York,
1982. |
Yves Lechevallier
Gilbert Saporta
| COMPSTAT 2010 [Google]
Physica-Verlag,
Berlin,
2010. |
Kurt Lehner
| Erzeugung von Zufallszahlen für zwei exotische stetige Verteilungen (Diplomarbeit) [Google]
Technische Universität Graz,
Graz, Austria,
1989. |
Faming Liang
Chuanhai Liu
Raymond J. Carroll
| Advanced Markov Chain Monte Carlo Methods: Learning from Past Samples [Google]
John Wiley,
Padstow, UK,
2010. |
Jun S. Liu
| Monte Carlo Strategies in Scientific Computing [Google]
Springer-Verlag,
New York,
2001. |
Jun S. Liu
| Monte Carlo Strategies in Scientific Computing [Google]
Springer-Verlag,
New York,
2001. |
Jun S. Liu
| Monte Carlo Strategies in Scientific Computing [Google]
Springer-Verlag,
New York,
2001. |
E.J. McGrath
| Techniques for Efficient Monte Carlo Simulation, Volume 1 [Google]
National Technical Information Service,
Springfield, VA,
1973. |
G.A. Mikhailov
| Optimization of Weighted Monte Carlo Methods [Google]
Springer-Verlag,
New York,
1992. |
B.J.T. Morgan
| Elements of Simulation [Google]
Chapman and Hall,
London,
1984. |
H. Niederreiter
P. Hellekalek
G. Larcher
P. Zinterhof (eds)
| Monte Carlo and Quasi-Monte Carlo Methods 1996 [Google]
Springer-Verlag,
Berlin,
1998. |
N. Nisan
| Using Hard Problems to Create Pseudorandom Generators [Google]
MIT Press,
Cambridge, MA,
1992. |
J.A. Payne
| Introduction to Simulation. Programming Techniques and Methods of Analysis [Google]
McGraw-Hill,
New York,
1982. |
M. Piok
| Zufallszahlen aus klassischen diskreten Verteilungen mit Hilfe der Quotientenmethode (Ph.D. dissertation) [Google]
Technische Universität Graz,
Graz, Austria,
1996. |
Manfred Piok
| Zufallszahlen aus klassischen diskreten Verteilungen mit Hilfe der Quotientenmethode (Diplomarbeit) [Google]
Technische Universität Graz,
Graz, Austria,
1996. |
B.D. Ripley
| Stochastic Simulation [Google]
John Wiley,
New York,
1987. |
Christian P. Robert
| Discretization and MCMC Convergence Assessment [Google]
Springer-Verlag,
Berlin,
1998. |
Christian P. Robert
George Casella
| Monte Carlo Statistical Methods [Google]
Springer-Verlag,
New York,
1999. |
Christian Robert
| Méthodes de Monte Carlo par Cha\^ines de Markov [Google]
Economica,
Paris,
1996. |
R.Y. Rubinstein
| Simulation and the Monte Carlo Method [Google]
John Wiley,
New York,
1981. |
R.Y. Rubinstein
| Monte Carlo Optimization: Simulation and Sensitivity of Queueing Networks [Google]
John Wiley,
New York,
1986. |
R.Y. Rubinstein
A. Shapiro
| Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method [Google]
Wiley & Sons,
Chichester,
1993. |
R.Y. Rubinstein
B. Melamed
| Modern Simulation and Modeling [Google]
John Wiley,
New York,
1998. |
G.S. Shedler
| Regenerative Stochastic Simulation [Google]
Academic Press,
Boston,
1993. |
A. Shwartz
A. Weiss
| Large deviations for performance analysis [Google]
Chapman and Hall,
London,
1995. |
A. Shwartz
A. Weiss
| Large deviations for performance analysis [Google]
Chapman and Hall,
London,
1995. |
I.M. Sobol'
| A Primer for the Monte Carlo Method [Google]
CRC Press,
Boca Raton,
1994. |
James C. Spall
| Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control [Google]
John Wiley,
Hoboken, NJ,
2003. |
Ernst Stadlober
| Sampling from Poisson, Binomial and Hypergeometric Distributions: Ratio of Uniforms as a Simple and Fast Alternative (Habilitationsschrift) [Google]
Technische Universität Graz,
Graz, Austria,
1988. |
S. Tezuka
| Uniform Random Numbers: Theory and Practice [Google]
Kluwer Academic Publishers,
Boston,
1995. |
A. Tornambè
| Discrete Event System Theory [Google]
World Scientific,
Singapore,
1995. |
M.D. Troutt
W.-K. Pang
S.-H. Hou
| Vertical Density Representation and its Applications [Google]
World Scientific,
Singapore,
2004. |
N.G. Vargemidis
| A simulation approach to the problem of moments (M.Sc. thesis) [Google]
Athens University of Economics and Business,
Athens, Greece,
1998. |
G. Winkler
| Image Analysis, Random Fields and Dynamic Monte Carlo Methods [Google]
Springer-Verlag,
New York,
1996. |
Sidney Yakowitz
Ferenc Szidarovsky
| An Introduction to Numerical Computation Second Edition [Google]
Macmillan,
New York,
1989. |
S.J. Yakowitz
| Computational Probability and Simulation [Google]
Addison-Wesley,
Reading, MA,
1977. |
Heinz Zechner
| Efficient Sampling from Continuous and Discrete Unimodal Distributions (Ph.D. dissertation) [Google]
Technische Universität Graz,
Graz, Austria,
1994. |
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