Temperature of a room with Metropolis
l.i.papadopol
Estimating the true temperature of a room with the Metropolis algorithm In this notebook I study a simple application of the Metropolis-Hastings algorithm. Consider a room and a low-cost thermometer.…
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How to win (a little) and lose (a lot) at European roulette.
In this notebook I implement a Monte Carlo simulation applied to European roulette. European roulette has 37 slots: the numbers from 0 to 36. We consider a fixed bet on…
Random Walk diffusion
Numerical Simulation of a Random Walk as a Stochastic Model of Diffusion Papadopol Lucian Ioan l.i.papadopol@gmail.com 1. Introduction In this notebook we study a simple stochastic system: the one-dimensional random…