  SU(N) Yang-Mills integrals form a new class of matrix models which, in their
maximally supersymmetric version, are relevant to recent non-perturbative
definitions of 10-dimensional IIB superstring theory and 11-dimensional
M-theory. We demonstrate how Monte Carlo methods may be used to establish
important properties of these models. In particular we consider the partition
functions as well as the matrix eigenvalue distributions. For the latter we
derive a number of new exact results for SU(2). We also report preliminary
computations of Wilson loops.
  (Based on talk presented by M. Staudacher at Strings '99, Potsdam, July 19-24
1999)
