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From The Free On-line Dictionary of Computing (05 January 2017) [foldoc]:
Monte Carlo
(After Monte Carlo, Monaco - a gambling mecca) Any
one of various methods involving statistical techniques for
finding the solutions to mathematical or physical problems.
For example, to calculate pi: draw a square then draw the
biggest circle that fits exactly inside it. Pick random
points on the square. The proportion of these that lie within
the circle should tend to pi/4.
(2005-04-05)