[R] Off Topic Simulation Techniques.

[Campbell]

I wonder if anyone can help me find a text or reference to the
probabilistic under pinnings of simulation techniques.  I come from an
econometrics background where the approach to Monte Carlo is a bit cook
booky, most of the focus is on the implementation rather than the
theoretical justification.  

Given a standard setup; a probability triple, random variable and a
functional on this random variable, we need to find the measure on the
functional.  This measure can be approximated by the ECDF, which is the
counting measure.  Asymptotically the counting measure must coincide
with the measure on the functional.  Are there any authors who have
followed this approach?


Phineas Campbell