monte carlo algorithm
1Monte Carlo algorithm — In computing, a Monte Carlo algorithm is a randomized algorithm whose running time is deterministic, but whose output may be incorrect with a certain (typically small) probability. The related class of Las Vegas algorithms is also randomized, but …
2Monte Carlo (disambiguation) — Monte Carlo is an administrative area of Monaco. Monte Carlo or Montecarlo may also refer to: Contents 1 Geography 2 Special events 3 …
3Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …
4Monte Carlo integration — An illustration of Monte Carlo integration. In this example, the domain D is the inner circle and the domain E is the square. Because the square s area can be easily calculated, the area of the circle can be estimated by the ratio (0.8) of the… …
5Monte Carlo method in statistical physics — Monte Carlo in statistical physics refers to the application of the Monte Carlo method to problems in statistical physics, or statistical mechanics. Contents 1 Overview 2 Importance sampling 2.1 Canonical …
6Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …
7Monte Carlo Machine Learning Library (MCMLL) — The Monte Carlo Machine Learning Library (MCMLL) is an open source C++ template library which already relies on some C++0x specs. MCMLL is licensed under the GNU GPL. It is developed under the 64 bit Linux OS. MCMLL should be usable on other… …
8Monte Carlo methods for electron transport — The Monte Carlo method for electron transport is a semiclassical Monte Carlo(MC) approach of modeling semiconductor transport. Assuming the carrier motion consists of free flights interrupted by scattering mechanisms, a computer is utilized to… …
9Monte Carlo option model — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. The term Monte Carlo method was coined by Stanislaw Ulam in the… …
10Monte carlo cinétique — Méthode de Monte Carlo cinétique La méthode de Monte Carlo cinétique, kinetic Monte Carlo (KMC) en anglais, est une méthode de Monte Carlo de simulation informatique permettant de simuler des processus se produisant à des taux connus. En cela… …
