Logo

Monte Carlo: Basics by K. P. N. Murthy

Small book cover: Monte Carlo: Basics

Monte Carlo: Basics
by

Publisher: arXiv
Number of pages: 76

Description:
An introduction to the basics of Monte Carlo is given. The topics covered include, sample space, events, probabilities, random variables, mean, variance, covariance, characteristic function, chebyshev inequality, law of large numbers, central limit theorem (stable distribution, Levy distribution), random numbers (generation and testing), random sampling techniques (inversion, rejection, sampling from a Gaussian, Metropolis sampling), analogue Monte Carlo and Importance sampling (exponential biasing, spanier technique).

Home page url

Download or read it online for free here:
Download link
(560KB, PDF)

Similar books

Book cover: Physical MathematicsPhysical Mathematics
by - Harvard University
This is an introduction to mathematical methods for solving hard mathematics problems that arise in the sciences -- physical, biological and social. Our aim therefore is to teach how computer simulations and analytical calculations can be combined.
(7866 views)
Book cover: Introduction To Monte Carlo AlgorithmsIntroduction To Monte Carlo Algorithms
by - CNRS-Laboratoire de Physique Statistique
The author discusses the fundamental principles of thermodynamic and dynamic Monte Carlo methods in a simple light-weight fashion. The keywords are Markov chains, Sampling, Detailed Balance, A Priori Probabilities, Rejections, Ergodicity, etc.
(9851 views)
Book cover: Computational Physics: Problem Solving with ComputersComputational Physics: Problem Solving with Computers
by - Wiley-VCH
This text surveys many of the topics of modern computational physics from a computational science point of view. Its emphasis on learning by doing (assisted by many model programs), as with 2nd Edition, but with new materials as well as with Python.
(5142 views)
Book cover: Computational PhysicsComputational Physics
by - National Technical University of Athens
This is an introduction to the computational methods used in physics and other scientific fields. It is addressed to an audience that has already been exposed to the introductory level of college physics, usually taught during the first two years...
(5967 views)