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add a note about rngs
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@ -3,7 +3,7 @@
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%%% TeX-master: "../../document.tex" ***
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%%% End: ***
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\section{Monte-Carlo Integration}
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\section{Monte-Carlo Integration}%
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\label{sec:mcint}
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Consider a function
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@ -77,7 +77,12 @@ algorithm~\cite{Lepage:19781an}.
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The convergence of~\eqref{eq:approxexp} is not dependent on the
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dimensional of the integration volume as opposed to many other
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numerical integration algorithms (trapezoid rule, Simpsons rule) that
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usually converge like \(N^{-k/n}\) with \(k\in\mathbb{N}\).
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usually converge like \(N^{-k/n}\) with \(k\in\mathbb{N}\). When
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implementing monte-carlo methods, the random samples can be obtained
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through hardware or software random number generators (RNGs). Most
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implementations utilize software RNGs because supply pseudo-random
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numbers in a reproducible way, which facilitates deniability and
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comparability.
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\subsection{Naive Monte-Carlo Integration and Change of Variables}
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\label{sec:naivechange}
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@ -204,7 +209,7 @@ sample density and lower weights, flattening out the integrand.
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\centering \plot{xs/xs_integrand_vegas}
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\caption[\(2\pi\dv{\sigma}{\theta}\) with integration
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boundaries]{\label{fig:xs-int-vegas} The same integrand as
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in~\ref{fig:xs-int-theta} with \vegas\-generated intcrements and
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in~\ref{fig:xs-int-theta} with \vegas-generated increments and
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weighting applied (\(f/\rho\)).}
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\end{figure}
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