Process - Monte Carlo (method|experiment) (stochastic process simulations)

> Process (Modeling)

1 - About

Monte Carlo methods are quite useful for simulating systems


3 - Method

Monte Carlo methods vary, but tend to follow a particular pattern:

  • Define a domain of possible inputs.
  • Generate inputs randomly from a probability distribution over the domain.
  • Perform a deterministic computation on the inputs.
  • Aggregate the results.

4 - Documentation / Reference