INF2035 - Simulação Estocástica

Anyone who attempts to generate random numbers by deterministic means is, of course, living in a state of sin.
 John von Neumann


Livros sugeridos:

- S. Ross, Simulation, Academic Press, (2006)
L. Devroye, Non-Uniform Random Variate Generation, Springer (1986)
- C. Robert, G. Casella, Introducing Monte Carlo Methods with R, Springer (2010)
- E. Suess, B. E. Trumbo, Introduction to Probability Simulation and Gibbs Sampling with R, Springer (2010)

Software:
http://www.r-project.org/
http://www.rstudio.com/




e-mail: lopes at inf dot puc-rio dot br
Tel: 55+21+3527-1500 R:4350  Fax: 55+21+3527-1530
Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio) - Departamento de Informática - Sala 408 RDC
Rua Marquês de São Vicente 225, Gávea, Rio de Janeiro, RJ, Brazil, CEP 22451-900