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What is Monte Carlo Simulation?

Sign In. Access provided by: anon Sign Out. Monte Carlo simulation and random number generation Abstract: Methods of generating pseudorandom number sequences that might have predetermined spectral and probability distribution functions are discussed. Markov chain theory: convergence of Markov chains; detailed balance; limit theorems.

More advanced algorithms: Auxiliary variable methods; simulated and parallel tempering; simulated annealing; reversible jump MCMC.

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How Monte Carlo Simulation Works

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Monte Carlo Simulation

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