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MonteCarlo methods MonteCarlo method  
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Monte Carlo methods are a widely used class of computational algorithms for simulating the behavior of various physical and mathematical systems, and for other computations. They are distinguished from other simulation methods (such as molecular dynamics) by being stochastic, that is nondeterministic in some manner – usually by using random numbers (in practice, pseudorandom numbers) – as opposed to deterministic algorithms. Because of the repetition of algorithms and the large number of calculations involved, Monte Carlo is a method suited to calculation using a computer, utilizing many techniques of computer simulation.
A Monte Carlo algorithm is often a numerical Monte Carlo method used to find solutions to mathematical problems (which may have many variables) that cannot easily be solved, for example, by integral calculus, or other numerical methods. For many types of problems, its efficiency relative to other numerical methods increases as the dimension of the problem increases. Or it may be a method for solving other mathematical problems that rely on (pseudo)random numbers. http://en.wikipedia.org/wiki/MonteCarlo_method (retrieved 6/08) 

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MonteCarlo method
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Most commonly used in these subjects: Science, Business, Engineering, Logic & Reasoning  
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