蒙特卡罗方法的两个基本问题

Two Foundational Problems in Monte Carlo Method

摘要: 随机数的产生和概率分布的随机抽样方法，是蒙特卡罗方法的两个最基本的问题。对这两个问题的处理目前仍然因循60年前蒙特卡罗方法诞生初期的技术途径，因此长期受一些无法彻底解决的问题所困扰，同时也面临一些新问题的挑战。分析了上述问题，分别对随机数的产生和任意分布的抽样方法给出了新的技术解决途径。The producation of random number and the sampling of random distribution are two foundational problems in Monte Carlo Mothed. In this paper, we carry out some new ways to treat the problems.

Abstract: The producation of random number and the sampling of random distribution are two foundational problems in Monte Carlo Mothed. In this paper, we carry out some new ways to treat the problems.