[net.math] Monte Carlo integration

don@allegra.UUCP (D. Mitchell) (04/23/84)

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.