montecarlo
Random Number Generation with Well44497a in C++
Sorry to bother again, but as I am new C++ I am having a lot of weird and silly problems. I am programing a MCMC method. I read in this forum that the WELL RNG was a good alternative to generate rand[详细]
2023-02-28 18:18 分类:问答Monte carlo on GPU
Today I had a talk with a friend of mine told me he tries to make some monte carlo simulations using GPU. What was interesting he told me that he wanted to draw numbers randomly on different processor[详细]
2023-02-22 11:59 分类:问答Free Monte carlo simulator for financial quotes?
I am exp开发者_JAVA技巧erimenting with an application I am writing in prolog , and I need to use monte carlo simulator that would output prices for different randomly generated scenarios. Does anyone[详细]
2023-02-06 09:03 分类:问答c++ multithread optimization
in my code I have 2/4 threads performing montecarlo simulations. Each of them runs a number of experiments and they all collect the results into a stl vector.[详细]
2023-02-05 04:56 分类:问答How can I efficiently model the sum of Bernoullli random variables?
I am using Perl to model a random variable (Y) which is the sum of some ~15-40k independent Bernoulli rand开发者_如何学Goom variables (X_i), each with a different success probability (p_i). Formally,[详细]
2023-01-30 02:38 分类:问答Importance sampling in monte carlo method (in C)
Hiya, Ive written a code which successfully approximation one, two and three dimensional integrals using a \'crude\' Monte-Carlo sampling technique.[详细]
2023-01-18 00:05 分类:问答How to vectorize a random walk simulation in MATLAB
I am rewriting a Monte Carlo simulation model in MATLAB with an emphasis on readability. The model involves many particles, represented as (x,y,z), following a random walk over a small set of states w[详细]
2023-01-17 22:01 分类:问答How can I get started with Monte Carlo simulations for financial data in Perl?
I need to create a Monte Carlo simulator for some financial transactions.The inputs would be: the average percent of transactions that end up pro开发者_如何学Cfitable[详细]
2023-01-17 21:53 分类:问答Thread-safe random number generation for Monte-Carlo integration
Im trying to write something which very quickly calculates random numbers and can be applied on multiple threads.My current code is:[详细]
2023-01-17 08:32 分类:问答Getting a subroutine to return three seperate arrays of random numbers in C
I currently have code for a subroutine to return a pointer to an array.This array is a list of random numbers for a one dimensional monte-carlo integral.I am now trying to do a multi dimensional equiv[详细]
2023-01-10 06:31 分类:问答