As the name suggests, the Monte Carlo (MC) method is based on the selection of random numbers [1–4]. In its present form, the method is attributed to Fermi, Von Neumann, and Ulam, who developed it for the solution of problems related to neutron transport.
Although it will not be possible to exhaust the complexity of the MC methods in such a short review, the present contribution is intended to give a critical overview of the MC algorithms used for device and process modeling and for circuit yield analysis.