The Monte Carlo Algorithm with a Pseudorandom Generator
نویسندگان
چکیده
منابع مشابه
The Monte Carlo Algorithm with a Pseudorandom Generator
We analyze the Monte Carlo algorithm for the approximation of multivariate integrals when a pseudorandom generator is used. We establish lower and upper bounds on the error of such algorithms. We prove that as long as a pseudorandom generator is capable of producing only finitely many points, the Monte Carlo algorithm with such a pseudorandom generator fails for ¿2 or continuous functions. It a...
متن کاملThe Monte Carlo Event Generator DPMJET-III
A new version of the Monte Carlo event generator Dpmjet is presented. It is a code system based on the Dual Parton Model and unifies all features of the Dtunuc-2, Dpmjet-II and Phojet1.12 event generators. Dpmjet-III allows the simulation of hadron-hadron, hadron-nucleus, nucleus-nucleus, photon-hadron, photonphoton and photon-nucleus interactions from a few GeV up to the highest cosmic ray ene...
متن کاملThe CCFM Monte Carlo generator Cascade
Cascade is a full hadron level Monte Carlo event generator for ep, γp and pp̄ processes, which uses the CCFM evolution equation for the initial state cascade in a backward evolution approach supplemented with off shell matrix elements for the hard scattering. A detailed program description is given, with emphasis on parameters the user wants to change and common block variables which completely ...
متن کاملA Noisy Monte Carlo Algorithm
We propose a Monte Carlo algorithm to promote Kennedy and Kuti’s linear accept/reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept/reject steps for both the dynamical and noise configurations. We test it on the five state model and obtain desirable results even for the case with large noise. We ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1992
ISSN: 0025-5718
DOI: 10.2307/2153037