From: George Marsaglia <geo@stat.fsu.edu>
Subject: Re: Monte Carlo
Date: Tue, 14 Sep 1999 13:45:40 -0400
Newsgroups: sci.math.num-analysis
Keywords: What is a Monte Carlo method?

> > > Did one of you math guys, can explain to me (in non specialist
> > words ;) what is
> > >
> > > a Monte-Carlo method.
>

&&&&&&&&&&&&&&&&&&&&&&&&&&&&&
The opening sentence from the article "Monte Carlo Method", which
I wrote, in the Encyclopedia of Computer Science
    In applied mathematics, the name "Monte Carlo" is given to the method of
solving problems by means of experiments with random numbers.

The name was given by von Neumann and Ulam, from the casino at Monte Carlo,
after they first used random numbers for simulating nuclear reactions in
developing
the atomic bomb.

Knuth, V2,  puts it even more succinctly:
Any computational method that uses random numbers.

George Marsaglia
==============================================================================

From: "Radoslaw R. Zakrzewski" <rzakrzew@aisvt.bfg.com>
Subject: Re: Monte Carlo
Date: Wed, 15 Sep 1999 09:22:10 -0400
Newsgroups: sci.math.num-analysis

George Marsaglia wrote in message <37DE89C4.F9C8AA65@stat.fsu.edu>...
>
>
>Knuth, V2,  puts it even more succinctly:
>Any computational method that uses random numbers.

Apparently, not all randomized algorithms are called Monte Carlo - there is
another class called Vegas methods. A Las Vegas algorithm may follow a
random path but always ariives at the same solution (e.g. randomized
sorting). Only a method whose outcome is random is called a Monte Carlo
method.

This according to Motvani and and Raghavan, "Randomized Algorithms",
Cambrideg University Press, 1995, pp. 9-10

Radek Zakrzewski

>
>George Marsaglia