James E. Gentle, "Random Number Generation and Monte Carlo Methods"Springer | ISBN: 0-387-21610-3 | 381 Pages | PDF | 2.9 Mb
The role of Monte Carlo methods and simulation in all of the sciences has increased in importance during the past several years. This edition incorporates discussion of many advances in the field of random number generation and Monte Carlo methods since the appearance of the first edition of this book.
These methods play a central role in the rapidly developing subdisciplines of the computational physical sciences, the computational life sciences, and the other computational sciences. The growing power of computers and the evolving simulation methodology have led to the recognition of computation as a third approach for advancing the natural sciences, together with theory and traditional experimentation. At the kernel of Monte Carlo simulation is random number generation.
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