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Random numbers and Monte Carlo

References. The Nature of Mathematical Modeling, N. Gershenfelder, Cambridge, 1999; Numerical Recipes in C, Second Edition, W.H Press et al., Cambridge, 1992;Statistical Data Analysis, G. Cowan, Oxford, 1998 Computational Physics, Dean Karlen (online), 1998. Random. O acaso n

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Random numbers and Monte Carlo

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    1. Random numbers and Monte Carlo Inmetro, 8/7/2003

    2. References The Nature of Mathematical Modeling, N. Gershenfelder, Cambridge, 1999; Numerical Recipes in C, Second Edition, W.H Press et al., Cambridge, 1992; Statistical Data Analysis, G. Cowan, Oxford, 1998 Computational Physics, Dean Karlen (online), 1998

    3. Random

    4. Random numbers

    5. Generators

    6. Generators

    7. Generators

    8. Generators

    9. Generators

    10. Generators

    11. Generators

    12. Inverse transform

    13. Inverse transform

    14. Inverse transform

    15. Acceptance-rejection method

    16. Acceptance-rejection method

    17. Importance sampling

    18. Multivariate Normal

    19. Multivariate Normal

    20. Random walk

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