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A Primer for the Monte Carlo Method by Ilya M. Sobol [Repost]

Posted By: Free butterfly
Date: 23 Nov 2014 21:37:18
A Primer for the Monte Carlo Method by Ilya M. Sobol [Repost]

A Primer for the Monte Carlo Method by Ilya M. Sobol
CRC Press; 1 edition | May 19, 1994 | English | ISBN: 084938673X | 124 pages | PDF | 21 MB

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation.

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