Introduction to Monte Carlo methods

This introductory talk is designed to help students and young researchers who have never made a Monte Carlo simulation to get a general notion of the basic principles and ideas behind the method and the way these techniques axe implemented in studies of many-body classical systems. Brief information over principal sampling methods such as simple, biased, and importance sampling are given along with an introduction to properties of the most common random number generators. The calculation of thermodynamic averages of observables by the method of Metropolis is discussed against the requirements for detailed balance and ergodicity. The talk deals also with the problem of statistical errors and systematic errors with a brief overview of random number correlations and finite size effects as well as with some basic techniques to handle such effects.