publication . Part of book or chapter of book . Preprint . 2001

Monte Carlo basics

James Gubernatis; Naoki Kawashima; Philipp Werner;
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  • Published: 12 Apr 2001
  • Publisher: Cambridge University Press
Abstract
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).
Subjects
free text keywords: Monte Carlo method, Physics, Dynamic Monte Carlo method, Monte Carlo method in statistical physics, Monte Carlo molecular modeling, Statistical physics, Condensed Matter - Statistical Mechanics
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publication . Part of book or chapter of book . Preprint . 2001

Monte Carlo basics

James Gubernatis; Naoki Kawashima; Philipp Werner;