| 实现公共随机数同步的方法 |
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| 引用本文： | 张正军,邹志红.实现公共随机数同步的方法[J].控制与决策,1997,12(2):171-174,179. |
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| 作者姓名： | 张正军 邹志红 |
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| 作者单位： | 北京航空航天大学803教研室!100083 |
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| 摘 要： | 实现公共随机数同步是仿真中获得输出估计量差衰减的关键，对随机变量分布函数的单调逼近能有效实现同步，并由此提出实现同步的方法。理论和实例显示所提方法行之有效的。
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| 关 键 词： | 方差衰减 公共随机数 离散系统 系统仿真 |
Methods for Implementing Synchronization of Common Random Numbers |
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| Zhang Zhengjun,Zou Zhihong,Feng Yuncheng.Methods for Implementing Synchronization of Common Random Numbers[J].Control and Decision,1997,12(2):171-174,179. |
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| Authors: | Zhang Zhengjun Zou Zhihong Feng Yuncheng |
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| Abstract: | On variance reduction in the simulation experiments , it is very important that to synchronize the random numbers across the different system configurations. Based on monotonic approximation of inverse distribution functions, synchronization is achieved. Methods for implementing are provided. Theoretical and applied results show that these methods are efficient. |
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| Keywords: | variance reduction common random numbers synchronization monotonic approximation |
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