18.37 References and Further Reading
For an encyclopaedic coverage of the subject readers are advised to
consult the book Non-Uniform Random Variate Generation by Luc
Devroye. It covers every imaginable distribution and provides hundreds
of algorithms.
-
Luc Devroye, Non-Uniform Random Variate Generation,
Springer-Verlag, ISBN 0-387-96305-7.
The subject of random variate generation is also reviewed by Knuth, who
describes algorithms for all the major distributions.
-
Donald E. Knuth, The Art of Computer Programming: Seminumerical
Algorithms (Vol 2, 3rd Ed, 1997), Addison-Wesley, ISBN 0201896842.
The Particle Data Group provides a short review of techniques for
generating distributions of random numbers in the "Monte Carlo"
section of its Annual Review of Particle Physics.
-
Review of Particle Properties
R.M. Barnett et al., Physical Review D54, 1 (1996)
http://pdg.lbl.gov/.
The Review of Particle Physics is available online in postscript and pdf
format.
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