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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 inverse transform rejection sampling exponential random variables discrete random variables From Tiziano Vargiolu 8 plays 0

duration 1 hour 39 minutes

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

inverse transform

rejection sampling

exponential random variables

discrete random variables

From Tiziano Vargiolu 8 plays 0