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In the Monte Carlo (MC) method statistical noise is usually present.Statistical noise may become dominant in the calculation of a distribution,usually by iteration, but is less Important in calculating integrals. Thesubject of the present work is the role of statistical noise in iterationsinvolving stochastic simulation (MC method). Convergence is checked bycomparing two consecutive solutions in the iteration. The statistical noise mayrandomize or pervert the convergence. We study the probability of theconvergence, and the correct estimation of the variance in a simplified modelproblem. We study the statistical properties of the solution to a deterministicproblem with a stochastic source obtained from a stochastic calculation. Thereare iteration strategies resulting in non-convergence, or randomly stoppediteration.

Iterative Determination of Distributions by the Monte Carlo Method in Problems with an External Source