Monte Carlo: Basics

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dc.creatorMurthy, K. P. N.
dc.date2001-04-12
dc.date.accessioned2026-07-07T02:41:01Z
dc.date.available2026-07-07T02:41:01Z
dc.descriptionAn 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).
dc.description74 pages; 16 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0104215
dc.identifierhttp://arxiv.org/abs/cond-mat/0104215
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/17590
dc.subjectStatistical Mechanics
dc.titleMonte Carlo: Basics
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