2001/04/12 by K. P. N. Murthy, Murthy, K. P. N.
Physics and Astronomy · #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #cond-mat.stat-mech
paper · pdf · doi:10.48550/arxiv.cond-mat/0104215
74 pages; 16 figures
arxiv created 2001/04/12 · arxiv updated 2009/11/30
An 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).