摘要
根据大数定律,通过方差分析,设计了理论意义下误差最小的有利随机数三重积分蒙特卡罗算法,用实际算例验证了该方法的优良性,并证明了蒙特卡罗方法积分结果的分布符合概率中心极限定理.
According to the law of large numbers and variance analyses, a kind of Monte Carlo algorithm for computing triple integral was designed, and a proper random number was used to reduce theoretically variance to zero. The actual computation case shows that this algorithm is prior to the algorithm using uniform random numbers and the distribution of integral values obtained by Monte Carlo method follows the centre limit theorem.
出处
《山东理工大学学报（自然科学版）》
CAS
2008年第1期60-63,共4页
Journal of Shandong University of Technology:Natural Science Edition
关键词
大数定律
蒙特卡罗
三重积分
随机数
law of large numbers
Monte Carlo
triple integral
random numbers
