Funny name, but quite a simple premise used everywhere.
- for calculations that prove computationally intractable, but can be sampled quite easily
The textbook example is estimating the area of a circle. this is not really computationally intractible, but demonstrates the core premise: the heuristic simulation of repeated sampling wil approach the correct answer.
Here we know there is a circle in the 1-1 square, so we just take random samples in the coordinate space for both x and y. If the point is in the circle, we add to our total for in circle, if not we dont but add to total points. Approaches something like:
