1999/06/29 by S. Jadach, Jadach, S. · 1 citation
Mathematics · Physics and Astronomy · #Astrophysics (astro-ph) #Computational Physics (physics.comp-ph) #Data Analysis #FOS: Physical sciences #High Energy Physics - Phenomenology (hep-ph) #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Statistics and Probability (physics.data-an) #Theoretical and Computational Physics #astro-ph #hep-ph #physics.comp-ph #physics.data-an
paper · pdf · doi:10.48550/arxiv.physics/9906056
arxiv created 1999/06/29 · openalex publication_date 1999/06/29 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using graphical representation in which complicated graphs consist of only several elementary building blocks. In particular I discuss the equivalent algorithms, that is different MC algorithms, with different arrangements of the elementary building blocks, which generate the same final probability distribution. I also show how to transform a given MC algorithm into another equivalent one and discuss advantages of the various ``architectures''.