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Introduction to Monte Carlo Methods
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Introduction to Monte Carlo Methods
by Stefan Weinzierl
Publisher: arXiv 2000
Number of pages: 47
Description:
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 together with variance-reducing techniques is introduced. A short description on the generation of pseudo-random numbers and quasi-random numbers is given.