Franz J. Vesely > CompPhys Tutorial > Stochastics  

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Part I: Ch. 3

3 Stochastics

John von Neumann, randomly playing   Randomness, controlled

- Statistics turned upside down
- Production of Random Numbers and Random Sequences with desired properties
- Random paths through real space (diffusion) or phase space (Monte Carlo Simulation)
- Application of MC to optimization and minimization problems

Equidistributed Random Variates:


vesely 2005-10-10

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