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1、for'hr!&Monro-CarloCtPrimerfortheMonteCarloMethodllyaM.Sobol'CRCPressBocaRatonAnnArborLondonTokyoLibraryofCongressCataloging-in-PublicationDataSobol',I.M.(Il'iaMeerovich)[MetodMonte-Karlo.English]AprimerfortheMonteCarlomethod/IlyaM.Sobol'.P.cm.Includesbibliographicalreferencesandinde
2、x.ISBN0-8493-8673-X1.MonteCarlomethod.I.Title.QA298S6613519.2'824~2093-50716CIPThisbookcorauthenticandhighlyregardedscxlwithperrnis-sion,andsource:referencesarelisted.Reasonable;hreliabledataandinformation,cannotassumeresponsibilityfor1econsequencesoftheiruse.NeitherthisboIortransmit
3、tedinanyformorbjzical,includingphotocopying,milnyinformationstorageorretrievalsystem,withoutpriorpermissioninwritingfromthepublisher.CRCPress,Inc.'sconsentdoesnotextendtocopyingforgeneraldistribution,forpromotion,forcreatingnewworks,orforresale.Specificpermissionmustbeobtainedinwriti
4、ngfromCRCPressforsuchcopying.DirectallinquiriestoCRCPress,Inc.,2000CorporateBlvd.,N.W.,BocaRaton,Florida33431.O1994byCRCPress,Inc.NoclaimtooriginalU.S.GovernmentworksInternationalStandardBookNumber0-8493-8673-XLibraryofCongressCardNumber93-50716PrintedintheUnitedStatesofAmerica123456
5、7890Printedonacid-freepaperpublishinghistoryThisbookwaspublishedinRussianin1968,1972,and1978.Whileitisapopularbook,itisreferredtoinrigorousappliedpapers;teachersalsouseitasatextbook.Withthisinmind,theauthorlargelyrevisedthebookandpublisheditsfourtheditioninRussianin1985.InEnglish,the
6、bookwasfirstpublishedin1974byChicagoUniversityPresswithouttheauthor'sper-mission(theUSSRjoinedtheUniversalCopyrightConventiononlyin1973).ThesecondEnglishpub-licationwas,byMirPublishers,in1975and1985(translationsofthesecondandthirdRussianedi-tions).Thefourtheditionofthebookwastranslat
7、edonlyintoGerman(1991,DeutscherVerlagdeWissenschaf-ten).TheMonteCarlomethodisanumericalmethodofsolvingmathematicalproblemsbyrandomsarn-pling.Asauniversalnumericaltechnique,theMonteCarlomethodcouldonlyhaveemergedwiththeap-pearanceofcomputers.Thefieldofapplicationofthemethodisexpanding
8、witheachnewc
