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 3287 
+61 7 3365 3277 (Secr.) 

Room 745, Priestley Building 


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

out now!

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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

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handbook of Monte Carlo methods           D.P. Kroese and J.C.C. Chan Statistical Modeling and Computation, Springer, 2014.

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

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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. Monte Carlo lecture notes (4.7Mb)

  5. mySI-net

  6. Consultation hours

  1. Publications

  2. Google Scholar

  3. Research Interests

  4. Research Students

  5. Research Projects

  6. On loan

  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