May 25, 2025  
2018-2019 Graduate Catalog 
    
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MATH 7685 - Simulation & Computing

(3) Uniform random number generation and testing, generation methods for non-uniform random variables, simulating random numbers from specific distributions, Metropolis-Hastings algorithm, Markov Chain Monet-Carlo (MCMC), Gibbs sampling. PREREQUISITE(S): Two semesters (or equivalent) of undergraduate improvisation, and permission of instructor.


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