| NUMERICAL RECIPES: The Art of Scientific Computing |
| | William H. Press, |
| | Harvard-Smithsonian Center for Astrophysics |
| Brian P. Flannery, |
| EXXON Research and Engineering Company |
| Saul A. Teukolsky, |
| Department of Physics, Cornell University |
| William T. Vetterling, |
| Polaroid Corporation |
| Cambridge University Press, 1986 |
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| This book contains a wealth of knowledge along with source code
examples on how to solve various kinds of programming problems.
There are several programming language versions of this book
available, including FORTRAN, Pascal, C, and BASIC. Machine
readable forms in various languages of all the sample routines
are also available.
Also see: http://www.numerical-recipes.com/index.html
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| THE ART OF COMPUTER PROGRAMMING: Vol 2. Seminumerical Algorithms |
| Knuth, Donald E. |
| Stanford University. |
| 2nd edition. Reading, Mass.: Addison-Wesley 1981. |
|
| Knuth's 3 volume set on computer programming is the comprehensive
source which all others turn to. |
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| INFORMATION THEORY AND CODING |
| Abramson, Norman |
| Associate Professor of Electrical Engineering, Stanford University |
| McGraw-Hill Book Company, Inc. 1963 McGraw-Hill electronic Sciences Series |
|
| An excellent book on Information Theory. Describes a zero memory
source and an Nth order Markov process. Also shows how language
can be synthesized by an Nth order Markov process. For example,
you could synthesize something which sounded French, and if you
didn't know French, you'd say it was French. The same is true
for random numbers; you can synthesize them. |
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| THE C PROGRAMMING LANGUAGE |
| Kernighan, Brian W. |
| Ritchie, Dennis M. |
| Englewood Cliffs, N.J. : Prentice Hall, c1978. |
| 2nd edition. Englewood Cliffs, N.J. : Prentice Hall, c1988. |
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| Considered the book which defines the C programming language. |
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| "A Revised Algorithm for the Spectral Test" Algorithm AS 193. |
| Hopkins, T.R. |
| University of Kent at Canterbury, UK. |
| 'Applied Statistics' Vol 32, pg 328-335 1983 |
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| This article gives a version of the spectral test coded in FORTRAN. |
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| THE GENERATION OF RANDOM VARIATES |
| Newman, Thomas G. |
| associate professor of mathematics Texas Tech University |
| Odell, Patrick L. |
| professor of mathematics and statistics Texas Tech University |
| New York, Hafnew Publishing Company 1971 |
| Series Title: Griffin's statistical monographs & courses ; no. 29. |
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| DISTRIBUTION SAMPLING FOR COMPUTER SIMULATION |
| Lewis, Theodore Gyle |
| University of Southwestern Louisiana |
| Lexington, Massachusetts, D.C. Heath and Company 1975 |
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| ADVANCED ENGINEERING MATHEMATICS |
| Erwin Kreyszig, |
| Professor of Mathematics, Ohio State University, Columbus Ohio. |
| 5th edition. John Wiley & Sons, 1983. |
| Chapter 23: Probability and Statistics |
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| PROBABILITY AND STOCHASTIC PROCESSES FOR ENGINEERS |
| Carl W. Helstrom |
| Department of Electrical Engineering and Computer Sciences, |
| University of California, San Diego. |
| New York, Macmillan Publishing Company, 1984 |
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| Advanced probability theory. College or graduate level. |
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| PROBABILITY AND STATISTICS |
| Edwards, Allen L. |
| Professor of Psychology, University of Washington |
| New York. Holt, Rinehart and Winston, Inc. 1971 |
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| A first course in probability and statistics, applied statistics and experimental design. |
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| DETECTION OF SIGNALS IN NOISE |
| Whalen, Anthony D. |
| Bell Telephone Laboratories |
| New York, Academic Press, Inc. 1971 |
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| A graduate level book. Chapter 1 is a review of probability and chapter 2 describes random processes. |
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| NOISE AND ITS EFFECT ON COMMUNICATION |
| Blachman, Nelson M. |
| Sylvania Electronic Systems, Mountain View, California |
| McGraw-Hill Book Company 1966 |
| McGraw-Hill Electronic Sciences Series |
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| ENCYCLOPEDIA OF COMPUTER SCIENCE |
| edited by Anthony Ralston |
| Petrocelli (New York, 1976) |
| See: |
| Random Number Generation (pp. 1192-1197) by G. Marsaglia |
