Introduction to Markov Chain Monte Carlo Simulations and Their Statistical Analysis
نویسنده
چکیده
Markov chain Monte Carlo (MC) simulations started in earnest with the 1953 article by Nicholas Metropolis, Arianna Rosenbluth, Marshall Rosenbluth, Augusta Teller and Edward Teller [18]. Since then MC simulations have become an indispensable tool with applications in many branches of science. Some of those are reviewed in the proceedings [13] of the 2003 Los Alamos conference, which celebrated the 50th birthday of Metropolis simulations. The purpose of this tutorial is to provide an overview of basic concepts, which are prerequisites for an understanding of the more advanced lectures of this volume. In particular the lectures by Prof. Landau are closely related. The theory behind MC simulations is based on statistics and the analy-
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