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Stochastic Simulation and Monte Carlo Method

2025/01/02 by Davoud Mirzaei, Mirzaei, Davoud
Decision Sciences · #Simulation Techniques and Applications

paper · pdf · doi:10.48550/arxiv.2501.00997

Abstract

These lecture notes are intended to cover some introductory topics in stochastic simulation for scientific computing courses offered by the IT department at Uppsala University, as taught by the author. Basic concepts in probability theory are provided in the Appendix A, which you may review before starting the upcoming sections or refer to as needed throughout the text.

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