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Lecture 1 - Principles of Monte Carlo duration 1 hour 39 minutes Lecture 1 - Principles of Monte Carlo Lecture 1 - Principles of Monte Carlo	Lecture 1 - Principles of Monte Carlo Crude Monte Carlo: central limit theorem and law of large numbers. Methods for the generation of random variables: inverse transform, rejection sam- pling. Examples: simulation from the exponential… monte carlo method +4 More From Tiziano Vargiolu 12 plays 0
Lecture 47: simulation of a symmetric random walk duration 51 minutes 45 seconds Lecture 47: simulation of a symmetric random walk Lecture 47: simulation of a symmetric random walk	Lecture 47: simulation of a symmetric random walk Simulation of continuous and discrete random variable: method of the pseudo-inverse function. Simulation of Gaussian random variables with uniforms. simulation +5 More From Tiziano Vargiolu 7 plays 0

Lecture 1 - Principles of Monte Carlo