Monte Carlo Simulation : Introductory video
Before watching the video read the questions below. As you watch the video try to answer them
Questions
- Explain why it is not possible to calculate the partition function exactly for many complex systems of interest?
- Give a formula that allows one to calculate the value of an ensemble average
- How is the ensemble average related to the expectation of a random variable
- State the law of large numbers and define all the symbols in this expression
- Explain how and why we can calculate ensemble averages approximately by generating multiple random variables
- Explain the Markov property
- Explain the ergodic property that some Markov chains possess
- Explain in your own words why we can estimate an ensemble average by sampling from a Markov chain
- Explain the metropolis sampling algorithm
- Explain why it is not possible to calculate the partition function exactly for many complex systems of interest?
- Give a formula that allows one to calculate the value of an ensemble average
- How is the ensemble average related to the expectation of a random variable
- State the law of large numbers and define all the symbols in this expression
- Explain how and why we can calculate ensemble averages approximately by generating multiple random variables
- Explain the Markov property
- Explain the ergodic property that some Markov chains possess
- Explain in your own words why we can estimate an ensemble average by sampling from a Markov chain
- Explain the metropolis sampling algorithm