Abstract
In this chapter we present some of the ways in which probability can be put to use in scientific computation. We begin with a class of Monte Carlo methods (so named in honor of that town’s gambling casinos) where one evaluates a nonrandom quantity, for example a definite integral, as the expected value of a random variable.
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3.6. Bibliography
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Chorin, A.J., Hald, O.H. (2013). Computing with Probability. In: Stochastic Tools in Mathematics and Science. Texts in Applied Mathematics, vol 58. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6980-3_3
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DOI: https://doi.org/10.1007/978-1-4614-6980-3_3
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