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A review by gautamgopalk
A Primer for the Monte Carlo Method by Ilya M. Sobol
challenging
informative
reflective
fast-paced
3.0
Ilya M. Sobol is a Russian mathematician known for his extensive research contributions to Monte Carlo methods and pseudo-random numbers. His highly impactful work spans application in several fields in the real world. This book, A Primer for the Monte Carlo Method, was originally published in Russian in 1968 and has a long history of re-publications (which is now available in multiple languages). It is considered by many to be a classic on the topic of Monte Carlo simulation. For a highly famed treatise, it is very concise, immensely enjoyable, written in a simple manner and quick to read. It doesn't assume knowledge of mathematics beyond calculus.
Monte Carlo method is a numerical method to solve mathematical problems by random sampling. It is highly intuitive, and has very elegant applications. There are three chapters with the beginning focusing on the method, the middle detailing real world applications and the end having a nice discussion on finer details involving the generation of random numbers. This is the kind of book one hopes to read while waiting to kill time at airports and trains during travel as it is generally not dense and helps the reader gain knowledge of a new technical skill in a quick manner.
Monte Carlo method is a numerical method to solve mathematical problems by random sampling. It is highly intuitive, and has very elegant applications. There are three chapters with the beginning focusing on the method, the middle detailing real world applications and the end having a nice discussion on finer details involving the generation of random numbers. This is the kind of book one hopes to read while waiting to kill time at airports and trains during travel as it is generally not dense and helps the reader gain knowledge of a new technical skill in a quick manner.