the monte carlo methods in atmospheric optics
quasi-monte carlo methods in finance
Ngày tải lên :
03/06/2014, 02:10
... 0.4 0.6 0.8 1.0
0.0 0.2 0.4 0.6 0.8 1.0
Pseudo sequence in 2D
dim 1
dim 2
0.0 0.2 0.4 0.6 0.8 1.0
0.0 0.2 0.4 0.6 0.8 1.0
Sobol’ sequence in 2D
dim 1
dim 2
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APPLICATIONS OF MONTE CARLO METHODS IN BIOLOGY, MEDICINE AND OTHER FIELDS OF SCIENCE pps
Ngày tải lên :
29/06/2014, 13:20
... features in tossing the damaged coin: tosser’s
specific way of flipping the coin into air, the number of spins before landing, the landing
conditions such as falling velocity and bouncing angle, ... and the host opens one out of the two remaining doors.
6
Applications of Monte Carlo Methods in Biology, Medicine and Other Fields of Science
Finally, the winning probability after switching ... to introduce the use of Monte Carlo simulation methods
for assessing the potential risks of the securitization of packages of mortgages and
other instruments so that in the future the mindless...
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Monte Carlo Methods and Models in Finance and Insurance doc
Ngày tải lên :
18/03/2014, 00:20
... and use
the computer built -in rounding mechanism.
30 Monte Carlo Methods and Models in Finance and Insurance
Serial test or m-tuple test
The frequency test can be generalized in examining pairs ... improves
significantly.
2 Monte Carlo Methods and Models in Finance and Insurance
In our approach, we have chosen to separately present the Monte Carlo
techniques, the stochastic process basics, and the theoretical ... with several
Monte Carlo
Methods and
Models in Finance
and Insurance
34 Monte Carlo Methods and Models in Finance and Insurance
Algorithm 2.9 Acceptance-rejection method
Let the densities...
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Báo cáo hóa học: " Research Article Sequential Monte Carlo Methods for Joint Detection and Tracking of Multiaspect Targets in Infrared Radar Images" pptx
Ngày tải lên :
22/06/2014, 19:20
... the simulations in Section 4 in the sense
that, rather than performing joint detection and tracking
of the two targets, the algorithm assumes a priori that two
targets are always present in the ... a change in
target configuration hypotheses would result in new targets
appearing in uniformly random locations as in (5).
The main difficulty associated with the approach de-
scribed in the previous ... detecting the target
in each frame, including accurately declaring absence of tar-
get when the target left the scene and, conversely, detecting
a new target when it entered the image grid. The...
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A Guide to Monte Carlo Simulations in Statistical Physics, Second Edition potx
Ngày tải lên :
22/03/2014, 09:20
... dependence of
the internal energy for the non-interacting Ising model, and this is also shown
in Fig. 2.1. Another important quantity, the entropy, measures the amount of
disorder in the system. The entropy ... and the phase boundary terminates at the critical temperature T
c
as
shown in Fig. 2.4. In this model it is easy to see, by invoking the symmetry
involving reversal of all the spins and the sign ... immediately applicable to simple sampling Monte Carlo
methods. However, as we shall see later, the usual form of Monte Carlo
sampling, namely importance sampling Monte Carlo, leads to ‘dynamic’ cor-
relations...
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Fundamentals of the monte carlo method for neutral and charged particle transport
Ngày tải lên :
09/04/2014, 16:23
... provide intuition for the design of the
measurement. Monte Carlo methods are an adjunct to this process as well, serving in the
analysis of the experiment and verifying or invalidating the design.
... =sinθ cos φ = u
0
cos Θ + sin Θ(w
0
cos Φ cos φ
0
− sin Φ sin φ
0
)
v =sinθ sin φ = v
0
cos Θ + sin Θ(w
0
cos Φ sin φ
0
+sinΦcosφ
0
)
w =cosθ = w
0
cos Θ − sin Θ sin θ
0
cos Φ (7.13)
Returning ... Science
Practical results
intuition
intuition
analysis
verification
Figure 1.6: The role of Monte Carlo methods in applied science.
1.1 Why is Monte Carlo?
If Monte Carlo did not exist there would be strong...
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Simulation and the Monte Carlo Method Second Edition potx
Ngày tải lên :
27/06/2014, 08:20
... at certain random times and are
served by a single server. Amving customers who find the server busy wait in the
queue. Customers are served in the order in which they arrive. The interarrival ... the Markov chain
is
transient, and they may not be
satisfied if the Markov chain is recurrent (namely when the states are null-recurrent). The
following theorem gives a method for obtaining ... that the number of arrivals in
an interval
(a,
6)
is
independent of the number of arrivals in interval
(c,
d)
when the two
intervals do not intersect. Such considerations lead to the...
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SIMULATION AND THE MONTE CARL0 METHODS econd Edition pptx
Ngày tải lên :
27/06/2014, 18:20
... at certain random times and are
served by a single server. Amving customers who find the server busy wait in the
queue. Customers are served in the order in which they arrive. The interarrival ...
33
in
Rn.
The marginal pdfs can be recovered from the joint
pdf by integration
or
summation.
For
example, in the case of a continuous random vector
(X,
Y)
with joint pdf
j,
the pdf ...
Congrcss Cataloging -in- Publication Data:
Rubinstein, Reuven
Y.
Simulation and the monte carlo method.
2nd
ed.
/
Reuven
Y.
Rubinstein.
Dirk P. Kroese.
Includes index.
ISBN
978-0-470-1...
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APPLICATIONS OF MONTE CARLO METHOD IN SCIENCE AND ENGINEERING_2 pot
Ngày tải lên :
29/06/2014, 13:20
... including the spins toward the [100] direction in four divided
magnetic domains gradually grow with increasing the magnetic field up to the saturation
magnetization around B=0.85. On the other ... well. The algorithm of the pore
migration involves
-
the determination of the direction of the motion
-
the calculation of eventual change of the pore position in this direction.
Monte Carlo ... spins. The
magnetic dipole interaction works on all spins because it is due to magnetic field
interspersed in all space. Then the summation includes the interaction energy between i-th
spin...
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APPLICATIONS OF MONTE CARLO METHOD IN SCIENCAPPLICATIONS OF MONTE CARLO METHOD IN SCIENCE AND ENGINEERING_1E AND ENGINEERING_1 doc
Ngày tải lên :
29/06/2014, 13:20
... photon
scattering in the image taken with the IDC detector can clearly be seen, the DIC image is quite
sharper. The resulting BSR values are shown in 2. In the DIC detector, the signal blurring
originates ... scattering in the detector volume. Since the scattering cross
section increases with photon energy, the BSR values also increase with the mean spectrum
energy. In the IDC detector, signal blurring ... defects. With the Monte- Carlo
simulation is it possible to simulate the scattering effects in the specimen and also the
distribution of the scattered radiation on the detector. If we know the intensity...
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SIMULATION AND THE MONTE CARLO METHOD Episode 2 pdf
Ngày tải lên :
12/08/2014, 07:22
... substituting
into the Lagrangian the relations between the variables thus obtained.
EXAMPLE
1.18
Linear Programming Problem
Consider the following linear programming problem:
min
cTx
X ... at certain random times and are
served by a single server. Amving customers who find the server busy wait in the
queue. Customers are served in the order in which they arrive. The interarrival ... for
linearly constrained problems, if the primal is infeasible (does not have a solution satisfying
the constraints), then the dual is either infeasible or unbounded. Conversely, if the dual...
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SIMULATION AND THE MONTE CARLO METHOD Episode 3 potx
Ngày tải lên :
12/08/2014, 07:22
...
where the initial value,
XO,
is called the seed and the
a,
c, and
m
(all positive integers) are
called the multiplier, the increment and the modulus, respectively. Note that applying the ... reduced by using efficient search techniques (see
[2]).
In general, the inverse-transform method requires that the underlying cdf,
F,
exists
in a form for which the corresponding inverse function ...
random point in the plane. Let
(R,
0)
be the corresponding polar coordinates. The joint
pdf
fR,e
of
R
and
8
is given by
This can be seen as follows. Specifying
x
and
y
in terms...
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