蒙特卡洛统计方法的起源与局限性(一)蒙特卡洛方法的起源蒙特卡洛方法(Monte Carlo Method)又称统计试验方法。1733年,蒙特卡洛方法的雏形首次在巴黎科学院会议记录中被提出,1777年由法国数学家蒲丰公开出版了其设计的投针实验——首次使用随机实验估测确定性数学问题。20世纪30年代,美籍意大利物理学家恩里科·费米首次使用蒙特卡洛方法实验研究了中子随机扩散问题, The origin and limitations of Monte Carlo statistical methods (a) The origin of the Monte Carlo method Monte Carlo Method is also known as statistical test methods. The embryonic form of the Monte Carlo method was first proposed in the proceedings of the Paris Academy of Sciences in 1733 and published in Paris in 1777 by the French mathematician Pu Feng, which published a randomized experiment designed to estimate certainty math problems. Nineteen thirties, the United States Enrico Fermi, the Italian physicist for the first time using Monte Carlo experimentally studied the problem of neutron random diffusion,