Monte Carlo: Basics
by K. P. N. Murthy
Publisher: arXiv 2001
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).
Download or read it online for free here:
Download link
(560KB, PDF)
Similar books
Introduction to Monte Carlo Methodsby Stefan Weinzierl - arXiv
These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration and variance-reducing techniques is introduced.
(8554 views)
Introduction to Computational Physics and Monte Carlo Simulations of Matrix Field Theoryby Badis Ydri - arXiv
We give an elementary introduction to computational physics. We deal with the problem of how to set up working Monte Carlo simulations of matrix field theories which involve finite dimensional matrix regularizations of noncommutative field theories.
(4499 views)
Introduction to Computational Physicsby Richard Fitzpatrick
The purpose of the text is to demonstrate how computers can help deepen our understanding of physics and increase the range of calculations which we can perform. These lecture notes are writen for an undergraduate course on computational physics.
(14104 views)
Physical Mathematicsby Michael P. Brenner - 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.
(7650 views)