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1、Downloadedfromwww.kirgoussios.comfor'hr!&Monro-CarloCtPrimerfortheMonteCarloMethodllyaM.Sobol'CRCPressBocaRatonAnnArborLondonTokyoLibraryofCongressCataloging-in-PublicationDataSobol',I.M.(Il'iaMeerovich)[MetodMonte-Karlo.English]AprimerfortheMonteCarlomethod/IlyaM.Sobol
2、'.P.cm.Includesbibliographicalreferencesandindex.ISBN0-8493-8673-X1.MonteCarlomethod.I.Title.QA298S6613519.2'824~2093-50716CIPThisbookcorauthenticandhighlyregardedscxlwithperrnis-sion,andsource:referencesarelisted.Reasonable;hreliabledataandinformation,cannotassumerespo
3、nsibilityfor1econsequencesoftheiruse.NeitherthisboIortransmittedinanyformorbjzical,includingphotocopying,milnyinformationstorageorretrievalsystem,withoutpriorpermissioninwritingfromthepublisher.CRCPress,Inc.'sconsentdoesnotextendtocopyingforgeneraldistribution,forpromot
4、ion,forcreatingnewworks,orforresale.SpecificpermissionmustbeobtainedinwritingfromCRCPressforsuchcopying.DirectallinquiriestoCRCPress,Inc.,2000CorporateBlvd.,N.W.,BocaRaton,Florida33431.O1994byCRCPress,Inc.NoclaimtooriginalU.S.GovernmentworksInternationalStandardBookNumb
5、er0-8493-8673-XLibraryofCongressCardNumber93-50716PrintedintheUnitedStatesofAmerica1234567890Printedonacid-freepaperpublishinghistoryThisbookwaspublishedinRussianin1968,1972,and1978.Whileitisapopularbook,itisreferredtoinrigorousappliedpapers;teachersalsouseitasatextbook
6、.Withthisinmind,theauthorlargelyrevisedthebookandpublisheditsfourtheditioninRussianin1985.InEnglish,thebookwasfirstpublishedin1974byChicagoUniversityPresswithouttheauthor'sper-mission(theUSSRjoinedtheUniversalCopyrightConventiononlyin1973).ThesecondEnglishpub-licationwa
7、s,byMirPublishers,in1975and1985(translationsofthesecondandthirdRussianedi-tions).ThefourtheditionofthebookwastranslatedonlyintoGerman(1991,DeutscherVerlagdeWissenschaf-ten).TheMonteCarlomethodisanumericalmethodofsolvingmathematicalproblemsbyrandomsarn-pling.Asauniversal
8、numericaltechnique,theMonteCarlomethodcouldonlyhaveemergedwiththeap-pearanceofcomputers.Thefieldofapplicationo
