The Monte Carlo method : an alternative method of numerical integration

Abstract

In the world of mathematics, one of the more fundamental ideas that exists is the idea of a function, mathematically described as a correspondence that associates with each element x, of a set S, a unique element y, of a set Y. This concept is basic to many of the applications of higher mathematics, as are the concepts of integrating a function and differentiating a function. It is the former concept which shall be dealt with here.