Monte Carlo Statistical Methods

The book presents a comprehensive exploration of Monte Carlo statistical methods, emphasizing those based on Markov chains, which are crucial for modern statisticians. This revised edition offers a cohesive and updated discussion of simulation techniques, integrating the latest advancements in the field. Notably, the introductory section on random variable generation has been thoroughly overhauled, unifying various concepts through a fundamental theorem of simulation, enhancing the reader's understanding of these essential methods.