The aim of this series of lectures is an introduction to the basic algorithms useful for the determination of properties of strong interacting many--body systems, in the framework of Monte Carlo methods.

Accordingly with this idea, and having in mind to offer both the grounds and tools for the actual practice of Monte Carlo methods, the main chapters of the series will be

Basic concepts of statistics: Probability distributions, expectation values and central limit theorem.

Generation of random numbers: Uniform distribution. Method of change of variables: gaussian and exponential distributions. Acceptance-Rejection methods. Miscellaneous.

Computation of multidimensional integrals

Markov chains and the Metropolis algorithm.

Variational methods

Simulation of physical systems

Diffusion Monte Carlo Methods

Some specific applications will be presented, but these applications will not be the main scope. Better, they will serve to illustrate, through non-trivial problems, the techniques.