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Introduction to Monte Carlo methods

2000/06/23 by Stefan Weinzierl, Weinzierl, Stefan · 1 citation
Decision Sciences · Mathematics · Physics and Astronomy · #FOS: Physical sciences #High Energy Physics - Phenomenology (hep-ph) #Markov Chains and Monte Carlo Methods #Scientific Research and Discoveries #Simulation Techniques and Applications #hep-ph

paper · pdf · doi:10.48550/arxiv.hep-ph/0006269

47 pages, Topical lectures given at the Research School Subatomic Physics, Amsterdam, June 2000

arxiv created 2000/06/23 · openalex publication_date 2000/06/23 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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. Finally, methods to generate samples according to a specified distribution are discussed. Among others, we outline the Metropolis algorithm and give an overview of existing algorithms for the generation of the phase space of final state particles in high energy collisions.

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