5.10 Further Reading – Monte Carlo Method

5.10  Further Reading – Monte Carlo Method

The classic text on the Monte Carlo method is Hammersley and Handscomb (1964). More recent texts are Morgan (1984), Fishman (1996), and Rubinstein (2007).

Knuth (1997) is an excellent reference on pseudorandom number generation. See also the survey articles by Hellekalek (1998) and L’Ecuyer (1998). Park and Miller (1988) discuss the implementation of pseudorandom number generators. Computer technology has advanced dramatically since that paper was published, but issues it raises remain relevant.