Monte Carlo method

Monte Carlo method

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5093-6152-4

High Quality Content by WIKIPEDIA articles! Monte Carlo methods (or Monte Carlo experiments) are a class of computational algorithms that rely on repeated random sampling to compute their results. Monte Carlo methods are often used in computer simulations of physical and mathematical systems. These methods are most suited to calculation by a computer and tend to be used when it is infeasible to compute an exact result with a deterministic algorithm. This method is also used to complement theoretical derivations.