Teacher
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BUSSINO SEVERINO ANGELO MARIA
(syllabus)
Presentation of the problems that can be treated through integrals on large number of dimensions
Basics
Probability and Random variables
Measurement, uncertainty and its propagation
Curve-fitting, least-squares, optimization
Classical numerical integration, speed of convergence
Integration MC (Mean, variance)
Sampling Strategies
Applications
Propagation of uncertainties
Generation according to a distribution
Real World Applications
Cosmic Rays Shower
System Availability
Further applications
(reference books)
Weinzierl, S. - Introduction to Monte Carlo methods arXiv:hep-ph/0006269 Taylor, J. - An introduction to error analysis - University Science Books Sausalito, California Dubi, A. - Monte Carlo applications in systems engineering - Wiley
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