Monte Carlo: Basics

Details Monte Carlo: Basics Monte Carlo: Basics

2001-04-12

arxiv.org/abs/cond-mat/0104215v1

Physics

Condensed Matter

Statistical Mechanics

74 pages; 16 figures

Scientific paper

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).

Affiliated with

Also associated with

No associations

Rating

Monte Carlo: Basics does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Monte Carlo: Basics, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Monte Carlo: Basics will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-441454