Concept

Simulation

Estimating a probability or an average by generating many random instances and counting what happens. It converges at a rate of one over the square root of the number of runs, which is slow, and its value is as a check on an exact computation rather than a substitute for one.

Named by 3 essays across one field — each of them below, with the objects they name alongside it.

Named alongside it

The objects these essays reach for when they reach for this one.

Birthday problemPoisson approximationProbabilityCounting argumentCoupon collectorDimensionExpectationExpected valueGrowth rateMarkov chainRandom walkRecurrence

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