文件名称:motecalor
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蒙特·卡罗方法(Monte Carlo method),也称统计模拟方法,是二十世纪四十年代中期由于科学技术的发展和电子计算机的发明,而被提出的一种以概率统计理论为指导的一类非常重要的数值计算方法。是指使用随机数(或更常见的伪随机数)来解决很多计算问题的方法。与它对应的是确定性算法。蒙特·卡罗方法在金融工程学,宏观经济学,计算物理学(如粒子输运计算、量子热力学计算、空气动力学计算)等领域应用广泛。-Monte Carlo (Monte Carlo method), also known as statistical simulation method, is twenty mid-1940s due to the development of science and technology and computer inventions, and was raised in a statistical probability theory as a guide very important class of numerical methods. Is the use of a random number (or pseudo random number is more common) calculated to solve many problems. It corresponds with the deterministic algorithm. Monte Carlo methods are widely used in financial engineering, macroeconomics, computational physics (such as particle transport calculations, quantum thermodynamics, aerodynamics calculation) and other fields.
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下载文件列表
蒙特卡罗与随机模拟模型
......................\蒙特卡洛
......................\........\基于Matlab的排队问题仿真.pdf
......................\........\第八章-蒙卡.doc
......................\........\蒙特卡洛
......................\........\........\Monte Carlo.pdf
......................\........\........\第七节 实验.pdf
......................\........\........\第三节 随机变量的抽样.pdf
......................\........\........\第二节 引例.pdf
......................\........\........\第五节 离散系统的模拟.pdf
......................\........\........\第六节 范例.pdf
......................\........\........\第四节 连续系统的模拟.pdf
......................\........\........\蒙卡.doc
......................\........\........\蒙特卡罗法的应用.pdf
......................\........\蒙特卡洛.rar
......................\........\蒙特卡洛模拟.pdf
......................\........\蒙特卡罗方法课件
......................\........\................\0.蒙特卡罗方法目录.ppt
......................\........\................\1.蒙特卡罗方法概述.ppt
......................\........\................\2.随机数.ppt
......................\........\................\3.由巳知分布的随机抽样.ppt
......................\........\................\4.蒙特卡罗方法解粒子输运问题.ppt
......................\........\................\5.蒙特卡罗方法在计算机上的实现.ppt
......................\........\................\6.蒙特卡罗方法在通量计算中的应用.ppt
......................\........\................\7.蒙特卡罗方法在积分计算中的应用.ppt
......................\........\................\8.常用蒙特卡罗程序介绍.ppt
......................\蒙特卡罗算法程序
......................\................\About_MCMC.html
......................\................\Contents.m
......................\................\Copyright
......................\................\Version
......................\................\betalpr.m
......................\................\gamlpr.m
......................\................\index.html
......................\................\invwishirnd.m
......................\................\invwishlpr.m
......................\................\invwishpdf.m
......................\................\invwishrnd.m
......................\................\ltindex.m
......................\................\ltvec.m
......................\................\mcmcacf.m
......................\................\mcmcdemo.m
......................\................\mcmcgr.m
......................\................\mcmclt.m
......................\................\mcmcsumm.m
......................\................\mcmctrace.m
......................\................\metrop.m
......................\................\mvnormlpr.m
......................\................\mvnormrnd.m
......................\................\randrand.m
......................\................\veclt.m
......................\................\wishirnd.m
......................\................\wishrnd.m
......................\随机模拟模型
......................\............\3.5.doc
......................\............\7.1.doc
......................\............\7.2.doc
......................\............\7.3.doc
......................\............\7.4.doc
......................\............\7.5.doc
......................\............\7.6.doc
......................\............\7.7.doc
......................\............\7.8.doc
......................\............\7.9.doc
......................\............\xjmo7.1.ppt
......................\............\xjmo7.2.ppt
......................\............\xjmo7.3.ppt
......................\............\xjmo7.4.ppt
......................\............\xjmo7.5.ppt
......................\............\随机模拟模型授课提纲.doc