Monte Carlo simulations in Go
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Makefile
README.md
montego.go

README.md

Make some monte carlo pie calculations

Currently just does a simple (concurrent) PI approximation, as a proof of concept.

General approach

  1. Define domain of possible inputs
  2. Generate input randomy with some probability distribution
  3. Perform deterministic computation on inputs
  4. Aggregate results

For a circle

  1. Draw a square with a circle in i
  2. Uniformly scatter points over square
  3. Count number of points inside circle and total number of points
  4. Ratio of the two counts leads to PI