Monte Carlo Method

Any method which solves a problem by generating suitable random numbers and observing that fraction of thenumbers obeying some property or properties. The method is useful for obtaining numerical solutions to problems which are too complicated to solve analytically. The most common application of the Monte Carlo method isMonte Carlo Integration.

References

Sobol, I. M. A Primer for the Monte Carlo Method. Boca Raton, FL: CRC Press, 1994.

• Lebesgue Integral
• Lebesgue Measurability Problem
• Lebesgue Measure
• Lebesgue Minimal Problem
• Lebesgue-Radon Integral
• Lebesgue Singular Integrals
• Lebesgue-Stieltjes Integral
• Lebesgue Sum
• Le Cam's Identity
• Leech Lattice
• Lefshetz Fixed Point Formula
• Lefshetz's Theorem
• Lefshetz Trace Formula
• Leg
• Legendre Addition Theorem
• Legendre Differential Equation
• Legendre Duplication Formula
• Legendre Function of the First Kind
• Legendre Function of the Second Kind
• Legendre-Gauss Quadrature
• Legendre-Jacobi Elliptic Integral
• Legendre Polynomial
• Legendre Polynomial of the Second Kind
• Legendre Quadrature
• Legendre Relation