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Volumn 1204, Issue , 2009, Pages 17-21

Introduction to Monte Carlo simulation

Author keywords

Monte Carlo simulation

Indexed keywords


EID: 74549152879     PISSN: 0094243X     EISSN: 15517616     Source Type: Conference Proceeding    
DOI: 10.1063/1.3295638     Document Type: Conference Paper
Times cited : (289)

References (14)
  • 2
    • 74549174771 scopus 로고    scopus 로고
    • Buffon's Needle, http://www.metablake.com/pi.swf.
    • Buffon's Needle
  • 4
    • 74549176690 scopus 로고    scopus 로고
    • Monte Carlo method
    • "Monte Carlo method" in Wikipedia, http://en.wikipedia. org/wiki/Monte-Carlo-method.
    • Wikipedia
  • 5
    • 80051632946 scopus 로고    scopus 로고
    • Random.org, http://www.random.org.
    • Random.org
  • 6
    • 74549208138 scopus 로고    scopus 로고
    • Diehard tests
    • "Diehard tests" in Wikipedia, http://en.wikipedia.org/ wiki/Diehard-tests.
    • Wikipedia
  • 7
    • 34548237327 scopus 로고    scopus 로고
    • TestU01: A C Library for Empirical Testing of Random Number Generators
    • Article
    • P. L'Ecuyer and R. Simard, "TestU01: A C Library for Empirical Testing of Random Number Generators" in ACM Trans. Mathem. Softw. 33, Issue: 4, Article Number: 22 (2007).
    • (2007) ACM Trans. Mathem. Softw , vol.33 , Issue.4-22
    • L'Ecuyer, P.1    Simard, R.2
  • 8
    • 74549154574 scopus 로고    scopus 로고
    • Mersenne Twister
    • "Mersenne Twister" in Wikipedia, http://en.wikipedia. org/wiki/Monte-Carlo-method.
    • Wikipedia
  • 10
    • 74549155839 scopus 로고    scopus 로고
    • Exponential distribution
    • "Exponential distribution" in Wikipedia, http://en.wikipedia.org/wiki/Exponential-distribution.
    • Wikipedia
  • 11
    • 74549152186 scopus 로고    scopus 로고
    • Acceptance-Rejection Methods, in Statistics Toolbox - Documentation, http://www.mathworks.com/access/helpdesk/help/toolbox/stats/ bqttfc1.html.
    • Acceptance-Rejection Methods, in Statistics Toolbox - Documentation, http://www.mathworks.com/access/helpdesk/help/toolbox/stats/ bqttfc1.html.
  • 12
    • 74549141855 scopus 로고    scopus 로고
    • Normal distribution
    • "Normal distribution" in Wikipedia, http://en.wikipedia. org/wiki/Normal-distribution.
    • Wikipedia
  • 14
    • 74549139205 scopus 로고    scopus 로고
    • Poisson distribution
    • "Poisson distribution" in Wikipedia, http://en.wikipedia.org/wiki/Poisson-distribution.
    • Wikipedia


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.