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Children randomly throwing pebbles into asquare, as in Fig.1.1,illus-
trate a very simple direct-sampling Monte Carlo algorithm that can be
adapted to a wide range ofproblems in science and engineering, most
ofthem quite difficult, some ofthem discussed in this book.The basic
principles of Monte Carlo computing are nowhere clearer than where it
all started: on the beach, computing .
Fig. 1.1 Children computing the number on the Monte Carlo beach.