Monte Carlo Methods

  • James E. Gentle
Part of the Statistics and Computing book series (SCO)


The most common applications of Monte Carlo methods in numerical computations are for evaluating integrals. Monte Carlo methods can also be used in solving systems of equations (see Chapter 7 of Hammersley and Handscomb, 1964, for example), but other methods are generally better, especially for matrices that are not sparse.


Monte Carlo Method Importance Sampling Monte Carlo Sample Monte Carlo Estimator Nonparametric Bootstrap 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • James E. Gentle
    • 1
  1. 1.Institute for Computational Sciences and InformaticsGeorge Mason UniversityFairfaxUSA

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