Monte Carlo methods
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Dirk P. Kroese; Reuven Y. Rubinstein
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Article
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2011
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Wiley (John Wiley & Sons)
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English
β 229 KB
## Abstract Many quantitative problems in science, engineering, and economics are nowadays solved via statistical sampling on a computer. Such __Monte Carlo methods__ can be used in three different ways: (1) to generate random objects and processes in order to observe their behavior, (2) to estimat