UQ logo Centre of Excellence for
Mathematical and Statistical Frontiers

Dirk P. Kroese

School of Mathematics and Physics
The University of Queensland
Brisbane 4072

+61 7 3365 3277 (Secr.)

Room 6-327 (Physics Annexe)


Kroese R.Y. Rubinstein and D.P. Kroese. Simulation and the Monte Carlo Method, Third Edition, John Wiley & Sons, 2017.

Order Info: [ Wiley|Amazon ]
   simulation and the Monte Carlo method

D.P Kroese, T. Taimre, Z.I. Botev. Handbook of Monte Carlo Methods, John Wiley &Sons, 2011.

Home Page: montecarlohandbook.org

Order Info: [Wiley|Amazon]
Monte Carlo D.P. Kroese and J.C.C. Chan Statistical Modeling and Computation, Springer, 2014.

Home Page:

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statistical modeling and computation R.Y. Rubinstein & D.P. Kroese. The Cross-Entropy Method, Springer, 2004.

Home Page:

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Cross-entropy book


  1. Tutorial talk on the CE Method
  2. Mathematicians in Schools
  3. First-year statistics notes (3Mb)
  4. Second-year probability notes (1Mb)
  5. Monte Carlo lecture notes (4.7Mb)
  6. mySI-net
  7. Consultation hours

  1. Publications
  2. Google Scholar
  3. Research Interests
  4. Research Students
  5. Research Projects
  6. On loan
  7. Github

  1. The University of Queensland
  2. School of Mathematics and Physics
  3. ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
  4. The Probability Web
  5. Australian Mathematical Society


  • I will give an ACEMS Public Lecture on randomness, and how we can better understand it through mathematics. The lecture is on 14 May from 6-7 pm, at The University of Queensland, Prentice Building (building 42), Lecture Room 216. The entry is free, but please RSVP at Eventbrite.
  • Python code for our new book Mathematical and Statistical Methods for Data Science and Machine Learning (coming soon!) can be found on the github link above.
  • By popular demand I have put my probability notes back on the net.
  • Check out our new publications on splitting and randomized optimization.