| Monte Carlo方法与计算机模拟应用研究 |
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| 引用本文： | 魏丽英,陈晓鹏.Monte Carlo方法与计算机模拟应用研究[J].微型机与应用,2011,30(12):71-73. |
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| 作者姓名： | 魏丽英 陈晓鹏 |
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| 作者单位： | 1. 桂林电子科技大学数学与计算科学学院,广西桂林,541004
2. 山西省潞安集团地质处,山西长治,046204 |
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| 摘 要： | 介绍了Monte Carlo方法,提出其在模拟Buffer问题时存在的一个问题,并给出改进的方法;提出了用Monte Carlo方法产生任意分布随机变量的原理及方法,并对Beta分布和标准正态分布随机变量进行了计算机模拟和效果检验。
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| 关 键 词： | Monte Carlo方法 Buffer问题 随机变量模拟 |
Research of Monte Carlo method and applications of computer simulation |
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| Wei Liying,Chen Xiaopeng.Research of Monte Carlo method and applications of computer simulation[J].Microcomputer & its Applications,2011,30(12):71-73. |
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| Authors: | Wei Liying Chen Xiaopeng |
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| Affiliation: | Wei Liying1,Chen Xiaopeng2(1.School of Mathematics & Computational Science,Guilin University of Electronic Technology,Guilin 541004,China,2.Geological Department,Lu An Group,Changzhi 046204,China) |
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| Abstract: | This paper gives an introduction to the Monte Carlo method,and a question be pointed for simulation of Buffer question using Monte Carlo Method,also presents the way to improve;This paper also gives the theory and method of generation arbitrary distributed random variables using Monte Carlo method,the random variables of Beta distribution and standard normal distribution are carried out computer simulation,and test results. |
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| Keywords: | Monte Carlo method Buffer question random variable simulation |
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