Preferably an introductory book, i.e. for undergrad (or notes or something like that) that explains concepts with detail and with lots of examples, without losing the formality.

That covers the topics

  • Random numbers

  • Generation of discrete random variables

  • Generation of continuous random variables

  • Monte Carlo method through Markov chains

Thank you in advance

  • 1
    $\begingroup$ I removed [self-study] tag, as it is meant for homeworks etc. $\endgroup$ – Tim Apr 11 at 14:13

Apart from the bible of simulation techniques,

Devroye, L. (1986) Non-Uniform random variate generation. Springer

[also available on line], you may consider

with the additional mention of my own books:

  • $\begingroup$ Thank you. Though not sure why all but one from amazon $\endgroup$ – Isa Apr 12 at 17:47

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