Chapter G of the IMSL LIbrary - Generation and Testing of Random Deviates: Simulation
Lewis, Peter A.W.
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This tutorial paper describes the capabilities and design philosophies of Chapter G of the IMSL (International Mathematics and Statistics Libraries) subroutine package. Several specific subroutines are described and further enhancements for later packages are alluded to.
Proceedings of the 1980 Winter Simulation Conference, T.I. Oren, C.M. Shub, P.F. Roth (eds.)
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