This is the second, completely revised and extended edition of the successful monograph which brings the treatment up to date while retaining its elementary but general approach.
1 What is Monte Carlo?
2 A Bit of Probability
3 Sampling Random Variables
4 Monte Carlo Evaluation of Finite–Dimensional Integrals
5 Random Walks, Integral Equations, and Variance Reduction
6 Simulations of Stochastic Systems: Radiation Transport
7 Statistical Physics
8 Quantum Monte Carlo
9 Pseudorandom Numbers