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Monte Carlo methods include all methods that are r elated to the use of random number. This take account of many well know methods such as Importance Sampling, Bootstrap Sampling, Monte Carlo Simulation, Monte Carlo Integration, Genetic Algorithm, Simulated Annealing, Hasting-Metropolis Algorithm, Percolation, Random walk, Ballistic Deposition, just to name a few of them.
This tutorial will introduce the practical way of Monte Carlo Simulation, a subset of Monte Carlo Method. Monte Carlo simulation is one of the most often use method for computer simulations or numerical experiments. It has been applied in wide range of applications from scientific functions such as statistical physics to financial, engineering until military and game.
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Preferable reference for this tutorial is
Teknomo, Kardi. Monte Carlo Simulation Tutorial. http://people.revoledu.com/kardi/tutorial/Simulation