Monte Carlo方法与计算机模拟应用研究

Research of Monte Carlo method and applications of computer simulation

介绍了Monte Carlo方法,提出其在模拟Buffer问题时存在的一个问题,并给出改进的方法;提出了用Monte Carlo方法产生任意分布随机变量的原理及方法,并对Beta分布和标准正态分布随机变量进行了计算机模拟和效果检验。

This paper gives an introduction to the Monte Carlo method,and a question be pointed for simulation of Buffer question using Monte Carlo Method,also presents the way to improve;This paper also gives the theory and method of generation arbitrary distributed random variables using Monte Carlo method,the random variables of Beta distribution and standard normal distribution are carried out computer simulation,and test results.