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This lecture introduces Monte Carlo simulation as a method to calculate thermodynamic properties of systems without direct access to their dynamics. It explains the concept of statistical averages over all possible configurations and the importance of proper statistical weights. The lecture also covers the phase space of classical systems, the challenges of evaluating multi-dimensional integrals analytically, and the necessity of numerical simulations. The instructor draws parallels between Monte Carlo simulation in statistical thermodynamics and numerical integration in quantum mechanics, prompting students to recall numerical algorithms for integration problems.