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As described by Russian mathematician Sobol:
The Monte Carlo method is a numerical method of solving mathematical problems by random sampling (or by the simulation of random variables).
参考文献
2、Monte Carlo Methods in Practice
这篇文章还是比较推荐的,可惜我没有读完....
3、A Quick Introduction to Monte Carlo Methods
这篇文章主要讲解是的蒙特卡洛方法的数学基础
5、蒙特卡洛法
6、MCMC
该篇文章中也含有一些蒙特卡洛的相关资料,瞅了一眼,还不错