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3. Theoretical simulation of random processes
Theoretical simulation of random processes means carrying out numerical experiments using artificial random variables. The aim of simulation is not to reproduce the behavior of a physical system, but to reproduce its response in a statistical sense. With this in mind, Monte Carlo runs generate artificial random variables, and consequently the means available to the experimenter to simulate the statistical response of the system.
3.1 Using Monte Carlo draws to calculate integrals
Monte Carlo methods, currently known as "draws", find their etymology in the games of chance embodied by the Monte Carlo casino. However, these statistical calculation methods, borrowed from the random drawing of numbers, were not applied until 1945, in the joint work of Polish-born American...
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