摘要
多市场非均衡模型建模的主要困难是高维正态密度函数的积分．本文提出高维正态密度函数积分的一种新算法──数论仿真法，确定性误差较小，计算简便．仿真实例证实了该算法的有效性．
he main obstacle to building a multi-market disequilibrium model is the integration of the multi-dimension normal density function. In this paper a new algorithm for this purpose is presented by using the number theory simulation method. The algorithm can be performed conveniently with less fixed error. its effectiveness is demonstrated in a simulation example.
出处
《天津大学学报》
EI
CAS
CSCD
1995年第6期715-720,共6页
Journal of Tianjin University(Science and Technology)
基金
国家自然科学基金
关键词
积分
正态分布
算法
分布函数
密度函数
multi-market disequilibrium model, multi-normal integration, simulation algorithm
