9    Markov Chain Monte Carlo

In the twentieth century, scientists and engineers began publishing books of random numbers (FIGURE 9.1). For scientists from previous centuries, these books would have looked like madness. For most of Western history, chance has been a villain. In classical Rome, chance was personified by Fortuna, goddess of cruel fate, with her spinning wheel of (mis)fortune. Opposed to her sat Minerva, goddess of wisdom and understanding. Only the desperate would pray to Fortuna, while everyone implored Minerva for aid. Certainly science was the domain of Minerva, a realm with no useful role for Fortuna to play.

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FIGURE 9.1. ...

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