蒙特卡罗方法的两个基本问题

[1]北京应用物理与计算数学研究所,北京100088 [2]中国原子能科学研究院核技术应用研究所,北京102413 [3]固原高等师范专科学校,宁夏固原756000

Two Foundational Problems in Monte Carlo Method

1 Lab. Com. Phys. , Institute of Applied Physics and Computational Mathematics, Beijing 100088, China; 2 Dept. of Nuclear Tech. , China Institute of Atomic Energy, Beijing 102413, China; 3 Guyuan Teachers' Colleage, Guyuan 756000, Lingxia, China

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.
- 随机数 /
- 伪随机数 /
- 随机抽样方法 /
- 自动抽样方法
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.
- random number /
- pseudo random number /
- sampling /
- auto-sampling