Stochastic Simulation

Topic outline

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  General

  This page contains the lecture slides of the course called Stochastic Simulation by Mihir Arjunwadkar. The material provided here is on "as is" basis. It is free for instruction purposes. For other purposes, it may be copyrighted – Please contact the instructor / author for license terms, permissions etc.
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  Course Slides

  • Modeling an Epidemic File
  • What is Randomness? File
  • Linear Congruential RNGs and Uniform Random Numbers File
  • Transforming Uniform RNs to Other Distributions File
  • Arbitrary DIstributions: Rejection Sampling File
  • Monte Carlo Integration 1 File
  • Monte Carlo Integration 2 File
  • Markov Chains 1 File
  • Markov Chains 2 File
  • Markov Chains 3 File
  • Markov Chains 4 File
  • Modeling an Epidemic as a Markov Chain File
  • Markov Chain Monte Carlo Basics 1 File
  • Markov Chain Monte Carlo Basics 2 File