References

  • Devroye, L. (1986), Non-uniform Random Variate Generation, New York: Springer-Verlag.
    URL http://luc.devroye.org/rnbookindex.html

  • Fishman, G. S. (1996), Monte Carlo: Concepts, Algorithms, and Applications, New York: John Wiley & Sons.

  • Gentle, J. E. (2003), Random Number Generation and Monte Carlo Methods, 2nd Edition, Berlin: Springer-Verlag.

  • Golub, G. H. and Van Loan, C. F. (1989), Matrix Computations, 2nd Edition, Baltimore: Johns Hopkins University Press.

  • Johnson, M. E. (1987), Multivariate Statistical Simulation, New York: John Wiley & Sons.

  • Kotz, S., Balakrishnan, N., and Johnson, N. L. (2000), Continuous Multivariate Distributions, 2nd Edition, New York: Wiley-Interscience.

  • Kotz, S. and Nadarajah, S. (2004), Multivariate t Distributions and Their Applications, Cambridge: Cambridge University Press.