3-随机数和随机模拟

3-随机数和随机模拟

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Unformatted text preview: C l ik ct odne a dos t 2 C lic k to ad d 1 9 im p no te s T he s tat is tic al m e th od s or ta nt top ic of r e se ar c h, us ed bu t b to va li da te r an do ey on d the s co pe m of s eq ue nc e s th is bo ok . a re an 3 3 Rumors: That’s why it is called Monte Carlo (referred to the city of Monte Carlo in Monaco where lots of gambling go on)) He invented the Monte Carlo method in 1946 while pondering the probabilities of winning a card game of solitaire. 1 1xZ 2e J ¶ª5 ö5 TêE @ 4 C l ik ct odne a dos t 3 C lick to a dd R um ( r ef er r e d w he r e lot He in ve not e s or s: T ha t’s wh y it is ca lle d M o nte in od C ar l o M in on 1 ac o 6 a to t he c ity s of ga m b d the M of M on te lin g go on te C ar lo ab C a )) m r lo nte on eth s 94 g C lic k 1 to ad d 1 2 à s L no te s › ‰ ¶ ª . ´ ª 5 5 P y € Z µ ª 5 X 4 w hi le po nd c ar d ga m e er i ng th e p r ob of s ol ita ir e. il itie of w in nin 1 4 1øŠ 2e I ¶ª5 ö5 TêE @ 2 1øŠ 2e I ¶ª5 ö5 TêE @ 5 C l ik ct odne a d os t C l ik ct odne a dos t 1 4 C lick to a dd 1 2 x à › L not e s ‰ . ¶ ´ ª ª 5 5 P y € Z µ ª 5 X 2 C lic k to ad d 1 2 X à no te s • L à . ¶ ´ ª ª 5 5 P y € Z µ ª 5 s 5 2 5 1 1 The statistical methods used to validate random sequences are an i mportant topic of research, but beyond the scope of this book. 1) 1 2 1 3 6 1 Rumors: That’s why it is called Monte Carlo (referred to the city of Monte Carlo in Monaco where lots of gambling go on)) He invented the Monte Carlo method in 1946 while pondering the probabilities of winning a C l ik ct odne a dos t 3 R u m o r s: ( r e fer r e d wh He wh er e in ile lo T ha t’ s to the ts of wh y it c ity of mb M th lin is ca lle d M o nte M on te C ar lo in go on )) C a r lo M on ac o 1 6 a 1 2 à • L ê . Æ ´ ¶ ª ª 5 5 P y € Z µ ª 5 4 ga g ve nte po nd m e d the er i ng o f on te C ar lo m et ho d in 1 94 e p r ob ab il iti es of w in nin g ir e . c ar d ga s ol ita C l ik ct odne a dos t 4 1 2 à ë L . Æ ´ ¶ ª ª 5 5 P 1 y € Z µ ª 5 @ 2 2 à • L ê . Æ ´ ¶ ª ª 5 5 P y € Z µ ª 5 5 C l i ct k od ne a dos t C l ik ct odne a dos t 2 5 1 9 im p Th e or t an sta tis ti ca t to pi c of l m et ho ds r es ea r ch , us e b ut d to v al id ate r a nd om be yo nd th e s c op e of se qu en ce t his b oo k. s ar e a n 3 1 ) 9 2 9 ó _ w 6 1 Click to add notes whe re He while card Rumors: Th at’s to t he of why city it is called on )) Mo nte in Ca rlo Mona co in 1 946 a 1 (referred of Mon te go Carlo Ca rlo lots ga mb lin g Mon te the in vente d game th e me thod of p ond ering of p roba bilit ie s winn ing so lita ire . 1 1˜× G ¶ª5 2^ ö5 TêE @ C li c k to a d R u m o r s : T h a’ t sw h yi t i sc a l l e dM o neC t a r l o ( r ee f r r e dt ot h ec i t y o f M o n eC t a r l oi nM o n a c o w h e r el os t o f g a m b l i n gg oo n ) ) H ei n v e ne t dt h eM o n eC t a r l om eh t o di n1 9 4 6 w h i l ep o n d e r i n gt h ep r o b a b i l i t i e s o f w i n n i n ga c a r dg a m eo f s o l i t a i r e . d n o te s 1 1 Click to add notes 1 2 ¨ 8 Ú G ¶ ª 5 ö 5 T ê E @ 2 2 1 1 The statistical methods used to validate random sequences are an important topic of research, but beyond the scope of this book. C li c k to a d 1 ˜ 2 à d n š L o te à . ¶ ´ s ª ª 5 5 P y € Z µ ª 5 s 2 2 Click to add notes 1 1 The statistical me thod s importa nt to pic of re search , use d to validate rand om but be yo nd the scope of seq uen ces t his boo k. are an 3 3 1hÞ G ¶ª5 2^ ö5 TêE @ C li c k to a d i 1 m 9 p oh T r t a es n t t t ai o t p s i co t i cf a l r m e s ea e t h r oh c d, s d n o te s u b s u e t d ty b e ov o n a dt l i d h aer es t c a o n p d eo o m f s te h i q bn k s s u oc e o e . a r ea n 3 3 Click to add notes 1 2 q 8 „ I ¶ ª 5 ö 5 T ê E @ 4 4 1q„ I ¶ª5 2^ ö5 TêE @ C li c k to a d 1 8 2 à d n • L o te à . ¶ ´ s ª ª 5 5 P y € Z µ ª 5 x 4 4 Click to add notes 1 2 Ø 8 Ü G ¶ ª 5 ö 5 T ê E @ 5 5 1) 1 2 1 C li c k to a d 1 ˜ 2 à d n ê L o te Á . ¶ ´ s ª ª 5 5 P y € Z µ ª 5 8 5 5 Click to add notes 1) 1 2 1 6 6 1) 1 2 1 C li c k to a d 1 ) d n 9 o 2 9 ó te s _ w 6 6 Click to add notes 1) 1 2 1 7 7 0 ÷ }ö5 C li c k to a d 1 ) d n 9 o 2 9 ó te s _ w 7 7 Click to add notes 0 ÷ } ö 5 8 8 0 ÷ }ö5 C li c k to a d d n o te s 8 8 Click to add notes 0 ÷ } ö 5 9 9 1°a ö µª5 á å.wö 5 ^ ö5 ...
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This note was uploaded on 12/10/2009 for the course EE EE381 taught by Professor Guijinwang during the Spring '08 term at Tsinghua University.

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