monte-carlo-simulation

beta_acceptance_rejection.py

"""
we tackle the acceptance rejection alogorithm with the beta law

It is well established  that the rejection method allows to simulate data
of the normal law N (0; 1) according to a certain algorithm.
"""

double_integral.py

# We illudtrate how to calculate a double integral with Monte Carlo's method

gaussian_acceptance_rejection.ipynb

improper_integral.py

# Let's estimate gauss integral via Monte Carlo' method.

monte-carlo.md

Using python capabilities, we are simulating a set of 6 mathematical problems resolvable with Monte carlo's methods. They take advantage of the strong law of big numbers. The work on these examples is on progress. Fell free to leave a comment if you want.

monte_carlo_markov_chain.py

# Monte carlo's method appliyied to Markov's chains