This book is devoted to analysis of Monte Carlo methods developed in rarefied gas dynamics. Presented is the short history of the development of such methods, described are their main properties, their advantages and deficiencies. It is shown that the contemporary stage in the progress of computational methods cannot be regarded without a complex approach to the preparation of algorithms taking into account all the peculiarities of the problem under consideration, that is, of the physical nature of a process, the mathematical model and the theoretical aspects of computational mathematics and...