Abstract:In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the probability distribution from which random variates are sampled, simulations can be made more efficient, by virtue of an autocorrelation time reduction. In this paper, we illustrate how to directly sample random variates from a two dimensional truncated exponential distribution. We … Show more
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