
John von Neumann and stochastic simulations - avyfain
http://understandingsociety.blogspot.com/2015/12/john-von-neumann-and-stochastic.html
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p4wnc6
For more on the view that stochasticity fundamentally parallels reality, an
interesting read is "The Dawning of the Age of Stochasticity" by David Mumford
[1].

I also think it's interesting that methods like Hybrid Monte Carlo were
inspired by a physical-reality-first idea. It makes it seem like this is
somewhat of a chicken and egg problem.

[1]
[http://www.stat.uchicago.edu/~lekheng/courses/191f09/mumford...](http://www.stat.uchicago.edu/~lekheng/courses/191f09/mumford-
AMS.pdf)

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claytonjy
What's the current state of the "stochasticity" view presented here? I've
always thought of Monte Carlo as being a convenient way to avoid expensive
analytical solutions, rather than a reproduction of a stochastic reality, but
I'm not a frequent user of the techniques.

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jcfrei
Depending on the quality of your model I think it can be very much a good
approximation of "stochastic reality" (ie. the real world probabilities).

