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Monte Carlo algorithm

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Revision as of 09:45, 18 February 2010 by Luckas-bot (talk | changes) (robot Adding: ca:Mètode de Monte Carlo)

A Monte Carlo algorithm is an algorithm for computers. It is used to simulate the behaviour of other systems. It is not an exact method, but a heuristical one. Usually it uses randomness and statistics to get a result.

It is a computation process that uses random numbers to produce an outcome(s). Instead of having fixed inputs, probability distributions are assigned to some or all of the inputs. This will generate a probability distribution for the output after the simulation is run.