Computer Simulation

Abstract

Computer simulation of random phenomena has become an indispensable tool in modern scientific investigations.So-called Monte Carlo computer approaches are now commonly used to promote understanding of probabilistic problems. In this chapter we continue our discussion of computer simulation, first introduced in Chapter 1, and set the stage for its use in later chapters. Along the way we will examine some well known properties of random events in the process of simulating their behavior. A more formal mathematical description will be introduced later but careful attention to the details now, will lead to a better intuitive understanding of the mathematical definitions and theorems to follow.