Gentle James E. Random Number Generation and Monte Carlo Methods

2nd ed. , corr. — Springer, 2005. — 381 p. — (Statistics and Computing).Simulating Random Numbers from a Uniform Distribution.
Quality of Random Number Generators.
Quasirandom Numbers.
Transformations of Uniform Deviates: General Methods.
Simulating Random Numbers from Specific Distributions.
Generation of Random Samples, Permutations, and Stochastic Processes.
Monte Carlo Methods.
Software for Random Number Generation.
Monte Carlo Studies in Statistics.
Notation and Definitions.
Solutions and Hints for Selected Exercises.