Monte Carlo

(After Monte Carlo, Monaco - a notorious gambling mecca) Any

one of various methods involving statistical techniques, such

as the use of random samples, to finding the solutions to

mathematical or physical problems.

For example, to calculate pi, generate random points in the

square (x, y) = ([0-1], [0-1]) and find the proportion for

which x^2 + y^2 #@ 1, i.e. which lie within a quadant of a

circle with radius 1. Since the area of the square is 1 and

the area of the quadrant is pi/4, the proportion in the

quadrant should be pi/4.

(1995-02-23)