摘要
本文提出一种用于蒙特卡罗仿真的抽样方法,给出了理论证明及实现方法。应用该方法可以大大提高小概率事件的抽样效率,文中给出一组仿真结果对照。
In this paper, an efficient sampling methed for MonteCarlo simulation is introduced, given theoretical proof, and the way of its realization described. Using the way, the sampling efficiency for small-probability events can be improved considerably, as can be seen from the contrasts shown in a group of results of simulation.
出处
《兵工学报》
EI
CAS
CSCD
北大核心
1990年第2期37-43,共7页
Acta Armamentarii
关键词
系统仿真
蒙特卡罗方法
抽样方法
system simulation, sampling method, Monte-Carlo method, reliability
