摘要
多维离散随机数在进行计算机仿真中具有重要作用,一般计算机高级语言通常只能给出一维离散随机数,无法满足计算机仿真和实验的需要,如何生成多维离散随机数的研究未见报道,因此提出如何通过均匀分布随机数获得服从任意多维离散概率分布随机数生成的理论和方法,较好的解决了这一问题.
The multi-dimensional discrete random number plays an important role in computer simulations.However,the existing high-level computer languages usually give only one-dimensional discrete random number which can not meet the needs of computer simulation and experiment.Most existing studies focus on continuous distribution and the one-dimensional discrete distribution,so we present the theory and ways of algorithm for generating random numbers subjected to an arbitrary multi-dimensional discrete probability distribution by applying random numbers with uniform distribution to solve this problem better.
出处
《甘肃科学学报》
2010年第2期114-116,共3页
Journal of Gansu Sciences
基金
国家自然科学基金项目"流动性调整期望损失La-ES和最优变现策略"(70671025)
关键词
多维离散分布
随机数生成
算法设计
multi-dimensional discrete distribution
random number generation
algorithm design
