Monte Carlo method

Monte Carlo method
a technique for numerically approximating the solution of a mathematical problem by studying the distribution of some random variable, often generated by a computer.
[1945-50; alluding to the randomness of such a method, as characteristic of the games of chance played at MONTE CARLO]

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Statistical method of approximating the solution of complex physical or mathematical systems.

The method was adopted and improved by John von Neumann and Stanislaw Ulam for simulations of the atomic bomb during the Manhattan Project. Because the method is based on random chance, it was named after a gambling resort.

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Universalium. 2010.

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