Lecture Notes for Stochastic Computing
Introductory Lectures on Stochastic Computing
Introductory Lectures on Monte Carlo Methods
Early History of Monte Carlo
Random Number Generation
Testing Random Numbers
Nonuniform
Generation
Monte Carlo Methods and PDEs (Introduction)
Direct Simulation
General Principles of the Monte Carlo Method (variance reduction)
Conditional Monte Carlo and Solving Linear Problems
Monte Carlo Methods for Partial Differential Equations
Deterministic Particle Methods
Brownian Motion and Probability
Stochastic Differential Equations (W. P. Petersen)
Computer Graphics and Monte Carlo Methods
Walk on Spheres in Graphics
SIGGRAPH 2001 Tutorial on Monte Carlo in Computer Graphics
Stanford Dissertation on Monte Carlo Methods in Ray Tracing