The story of the Monte Carlo Algorithm

Written by: Stephen Hsu

Primary Source: Information Processing

George Dyson is Freeman’s son. I believe this talk was given at SciFoo or Foo Camp.

More Ulam (neither he nor von Neumann were really logicians, at least not primarily).

Wikipedia on Monte Carlo Methods. I first learned these in Caltech’s Physics 129: Mathematical Methods, which used the textbook by Mathews and Walker. This book was based on lectures taught by Feynman, emphasizing practical techniques developed at Los Alamos during the war. The students in the class were about half undergraduates and half graduate students. For example, Martin Savage was a first year graduate student that year. Martin is now a heavy user of Monte Carlo in lattice gauge theory :-)

The following two tabs change content below.
Stephen Hsu
Stephen Hsu is vice president for Research and Graduate Studies at Michigan State University. He also serves as scientific adviser to BGI (formerly Beijing Genomics Institute) and as a member of its Cognitive Genomics Lab. Hsu’s primary work has been in applications of quantum field theory, particularly to problems in quantum chromodynamics, dark energy, black holes, entropy bounds, and particle physics beyond the standard model. He has also made contributions to genomics and bioinformatics, the theory of modern finance, and in encryption and information security. Founder of two Silicon Valley companies—SafeWeb, a pioneer in SSL VPN (Secure Sockets Layer Virtual Private Networks) appliances, which was acquired by Symantec in 2003, and Robot Genius Inc., which developed anti-malware technologies—Hsu has given invited research seminars and colloquia at leading research universities and laboratories around the world.
Stephen Hsu

Latest posts by Stephen Hsu (see all)