(algorithmic technique)
Definition: A randomized algorithm that may produce incorrect results, but with bounded error probability.
Generalization (I am a kind of ...)
heuristic.
See also Las Vegas algorithm, RP.
Note: From Algorithms and Theory of Computation Handbook, 15-21, Copyright © 1999 by CRC Press LLC. Appearing in the Dictionary of Computer Science, Engineering and Technology, Copyright © 2000 CRC Press LLC.
A Monte Carlo algorithm gives more precise results the longer you run it. A Las Vegas algorithm gives exactly the right answer, but the run time is indeterminate.
Author: CRC-A
An excellent tutorial introduction with history. Hiroshi Sugita's mathematical foundation for the use of random and pseudorandom numbers in the Monte Carlo method.
Nicholas Metropolis and Stanislaw Ulam, The Monte Carlo method, Journal of the American Statistical Association, 44(247):335-341, 1949.
If you have suggestions, corrections, or comments, please get in touch with Paul E. Black.
Entry modified 9 September 2011.
HTML page formatted Tue Dec 6 16:16:32 2011.
Cite this as:
Algorithms and Theory of Computation Handbook, CRC Press LLC, 1999, "Monte Carlo algorithm", in
Dictionary of Algorithms and Data
Structures [online], Paul E. Black, ed.,
U.S. National Institute of
Standards and Technology. 9 September 2011. (accessed TODAY)
Available from: http://www.nist.gov/dads/HTML/monteCarlo.html
