Version of June 29, 1999

Practical Guide to Monte Carlo

S. Jadach
Institute of Nuclear Physics, ul. Kawiory 26a, Kraków, Poland
and
DESY, Theory Group, Notkestrasse 85, D-22603 Hamburg, Germany

Abstract:

I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using graphical representation in which complicated graphs consist of only several elementary building blocks. In particular I discuss the equivalent algorithms, that is different MC algorithms, with different arrangements of the elementary building blocks, which generate the same final probability distribution. I also show how to transform a given MC algorithm into another equivalent one and discuss advantages of the various ``architectures''.

To be submitted somewhere, sometime (or may be not)

Please reference it as: e-Print Archive: physics/9906056