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From: don@allegra.UUCP (D. Mitchell)
Newsgroups: net.math
Subject: Monte Carlo integration
Message-ID: <2437@allegra.UUCP>
Date: Mon, 23-Apr-84 04:19:11 EST
Article-I.D.: allegra.2437
Posted: Mon Apr 23 04:19:11 1984
Date-Received: Tue, 24-Apr-84 07:15:19 EST
Organization: AT&T Bell Laboratories, Murray Hill
Lines: 8

Mike, monte carlo integration has the property that you can just keep
running it and the answer gets better and better!  In particular, it
is useful for hairy multi-dimensional integrals where even a 2**D
grid would have many points and not be a very good choice of points.

There is some integral in quantum field theory that some group is doing
monte carlo integration on.  They just keep getting funding and running
the program and publishing bounds on the value every year or two.