  This is an introductory article about Markov Chain Monte Carlo (MCMC)
simulation for pedestrians. Actual simulation codes are provided, and necessary
practical details, which are skipped in most textbooks, are shown. The second
half is written for hep-th and hep-lat audience. It explains specific methods
needed for simulations with dynamical fermions, especially supersymmetric
Yang-Mills. The examples include QCD and matrix integral, in addition to SYM.
