The Monte Carlo Method

1958; Society for Industrial and Applied Mathematics; Volume: 6; Issue: 4 Linguagem: Inglês

10.1137/0106028

ISSN

2168-3484

Autores

W. Bauer,

Tópico(s)

Diffusion and Search Dynamics

Resumo

Previous article Next article The Monte Carlo MethodW. F. BauerW. F. Bauerhttps://doi.org/10.1137/0106028PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] John H. Curtiss, Sampling methods applied to differential and difference equations, Proceedings, Seminar on Scientific Computation, November, 1949, International Business Machines Corp., New York, N. Y., 1950, 87–109 MR0043564 Google Scholar[2] W. Woodbury, Monte Carlo calculations, Scientific Computation Seminar Proceedings, IBM Applied Science Dept., 1949, November Google Scholar[3] Herman Kahn, Modification of the Monte Carlo method, Proceedings, Seminar on Scientific Computation, November, 1949, International Business Machines Corp., New York, N. Y., 1950, 20–27 MR0044896 Google Scholar[4] D. Blackwell and , M. A. Girshick, On functions of sequences of independent chance vectors with applications to the problem of the “random walk” in k dimensions, Ann. Math. 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Meyer, Generation and testing of pseudo-random numbers, Symposium on Monte Carlo methods, University of Florida, 1954, John Wiley and Sons, Inc., New York, 1956, 15–28 MR0080382 Google Scholar[27] Olga Taussky and , John Todd, Proceedings of a Symposium on Monte Carlo Methods, Wiley, New York, 1956, H. Meyer, Editor Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails A Retrospective and Prospective Survey of the Monte Carlo MethodJohn H. Halton18 July 2006 | SIAM Review, Vol. 12, No. 1AbstractPDF (6757 KB)Random Number GeneratorsT. E. Hull and A. R. Dobell1 August 2006 | SIAM Review, Vol. 4, No. 3AbstractPDF (3435 KB) Volume 6, Issue 4| 1958Journal of the Society for Industrial and Applied Mathematics History Submitted:30 April 1958Published online:10 July 2006 InformationCopyright © 1958 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0106028Article page range:pp. 438-451ISSN (print):0368-4245ISSN (online):2168-3484Publisher:Society for Industrial and Applied Mathematics

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