Slides:
- Lesson 1 : Random Number Generators
- Lesson 2 : Testing Random Number Generators, Part I, Independence
- Lesson 3 : Testing Random Number Generators, Part I, Independence (cont)
- Lesson 4 : Testing Random Number Generators, Part II, Uniformity
- Lesson 5 : Generating Discrete Random Variables
- Lesson 6 : Generating (Some) Continuous Random Variables
- Lesson 7 : Monte Carlo Integration
- Lesson 8 : More Monte Carlo Integration and Variance Reduction Techniques
- Lesson 9 : A Summary of Specific Random Variable Simulation
- Lesson 10 : Poisson Process Modeling
- Lesson 11 : The Non-Homogeneous Poisson Process
- Lesson 12 : Poisson Processes, Odds and Ends
- Lesson 13 : The Spatial Poisson Process
- Lesson 14 : Gambler's Ruin
- Lesson 15 : Discrete Time Markov Chains
- Lesson 16 : Discrete Time Markov Chains (continued)
Extra Reading:
Assignments: