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Summary:
Monte Carlo method represents a useful tool for modelling of physical processes. It relies on direct probability simulation of individual events. If the number of repetitions of the experiment is sufficiently large (based on the properties of the process being analysed and on the dimensions of the system), the demanded value and its confidence interval can be determined by means of statistics. A reliable supply of random numbers and the knowledge of probability of individual processes are necessary conditions for successful application of Monte Carlo method.
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