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: Scientific ComputingScientific Computing
by - Harvey Mudd College
This course consists of both numerical methods and computational physics. MATLAB is used to solve various computational math problems. The course is primarily for Math majors and supposes no previous knowledge of numerical analysis or methods.
(3472 views)
Book cover: Computational Physics With PythonComputational Physics With Python
by - California State University, Chico
Contents: Useful Introductory Python; Python Basics; Basic Numerical Tools; Numpy, Scipy, and MatPlotLib; Ordinary Differential Equations; Chaos; Monte Carlo Techniques; Stochastic Methods; Partial Differential Equations; Linux; Visual Python; etc.
(5816 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.
(8875 views)
Book cover: Introduction to Computational PhysicsIntroduction to Computational Physics
by
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.
(13141 views)