contents

1 SIMULATING RANDOM VARIABLES 1
Random Variables 1
Generating Random Variables on a Computer 17
Transfonnations of Random Variables 23

2 EXAMPLES OF THE APPLICATION
OF THE MONTE CARLO METHOD 35
Simulation of a Mass-Servicing System 35
Calculating the Quality and Reliability
of Devices 40
Computation of Neutron Transmission
Through a Plate 47
An Astrophysical Problem 56
Evaluating a Definite Integral 59

3 ADDITIONAL INFORMATION 69
On Pseudorandom Numbers 69
On Methods for Generating Random Variables 73
On Monte Carlo Algorithms 93

REFERENCES 103

INDEX 105