  An introduction to the basics of Monte Carlo is given. The topics covered
include, sample space, events, probabilities, random variables, mean, variance,
covariance, characteristic function, chebyshev inequality, law of large
numbers, central limit theorem (stable distribution, Levy distribution), random
numbers (generation and testing), random sampling techniques (inversion,
rejection, sampling from a Gaussian, Metropolis sampling), analogue Monte Carlo
and Importance sampling (exponential biasing, spanier technique).
