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arXiv physics/9906056physics.comp-phastro-phhep-phphysics.data-an
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蒙特卡罗娱乐城

Practical Guide to Monte Carlo

S. Jadach

摘要:

我展示了如何构建蒙特卡罗算法(程序),证明它们是正确的,并记录它们。复杂的算法是使用一些基本方法构建的。这一建设过程是透明地说明使用图形表示,其中复杂的图形只包括几个基本的积木。特别是我讨论的等效算法,即不同的MC算法,不同的安排的基本积木,这产生相同的最终概率分布。我还展示了如何将一个给定的MC算法转换成另一个等价的算法,并讨论了各种“架构”的优点。

英文摘要:

I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using graphical representation in which complicated graphs consist of only several elementary building blocks. In particular I discuss the equivalent algorithms, that is different MC algorithms, with different arrangements of the elementary building blocks, which generate the same final probability distribution. I also show how to transform a given MC algorithm into another equivalent one and discuss advantages of the various ``architectures''.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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