Java™ Number Cruncher: The Java Programmer's Guide to Numerical Computing

Bibliography

[ch14biblio01entry01] Peter Beckmann,, A History of Pi, New York: St. Martin's Press, <year>1971</year>.Beckmann discusses the Monte Carlo technique and Buffon's needle algorithm in Chapter 15. Both topics are also covered by McCracken.

[ch14biblio01entry02] Donald E. Knuth,, The Art of Computer Programming, Volume 2: Seminumerical Algorithms, 3rd edition, Reading, MA: Addison-Wesley, 1998.The classic reference for random number generation is Chapter 3 of this book. It contains proofs for the polar and ratio algorithms for generating normally distributed random values, as well as for the logarithm algorithm for generating exponentially distributed random values.

[ch14biblio01entry03] Daniel D. McCracken,, “The Monte Carlo Method,”