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

Small book cover: Monte Carlo: Basics

Monte Carlo: Basics

Publisher: arXiv
Number of pages: 76

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).

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