[Illinois] PHYS466 2013 Lecture 14: Fundamentals of Monte Carlo
[Illinois] Phys 466 Lecture 14: Fundamentals of Monte Carlo
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1. Today: Fundamentals of Monte C…
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2. Simple example: Buffon's needl…
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3. MC is advantageous for high di…
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4. Improved Numerical Integration
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5. Other reasons to do Monte Carl…
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6. Probability Distributions
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7. Mappings of random variables
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8. What is Mapping Doing?
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9. Example: Drawing from Normal G…
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10. Reminder: Gauss' Central Limit…
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11. Cumulants
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12. Approach to normality
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13. Conditions on Central Limit Th…
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14. Multidimensional Generalizatio…
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15. 2d histogram of occurrences of…
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