# Monte Carlo experiments

Xem 1-10 trên 10 kết quả Monte Carlo experiments
• ### Simulation and Monte Carlo With applications in finance and MCMC

This book provides an introduction to the theory and practice of Monte Carlo and Simulation methods. It arises from a 20 hour course given simultaneously to two groups of students. The first are final year Honours students in the School of Mathematics at the University of Edinburgh and the second are students from Heriot Watt and Edinburgh Universities taking the MSc in Financial Mathematics. The intention is that this be a practical book that encourages readers to write and experiment with actual simulation models.

• ### Convergence of estimated optimal inventory levels in models with probabilistic demands

The behavior of estimations of the optimal inventory level is analyzed. Two models are studied. The demands follow unknown probability distribution function. The included density functions are estimated and a plug-in rule is suggested for computing estimates of the optimal levels. Two search algorithms are proposed and compared using Monte Carlo experiments.

• ### The adaptation method in the monte carlo simulation for computed tomography

The patient dose incurred from diagnostic procedures during advanced radiotherapy has become an important issue. Many researchers in medical physics are using computational simulations to calculate complex parameters in experiments. However, extended computation times make it difficult for personal computers to run the conventional Monte Carlo method to simulate radiological images with high-flux photons such as images produced by computed tomography (CT).

• ### Analysis of inconsistent source sampling in monte carlo weight-window variance reduction methods

This paper develops an original framework that mathematically expresses the coupling of the weight window and source biasing techniques, allowing the authors to explore the impact of inconsistent source sampling on the variance of MC results. A numerical experiment supports this new framework and suggests that certain classes of problems may be relatively insensitive to inconsistent source sampling schemes with moderate levels of splitting and rouletting.

• ### Preliminary results on prompt ξ-ξ − production ratio in pp collisions at √ s = 7 tev

The ratio of prompt Ξ +/Ξ − production has been investigated based on a limited data set registered by the LHCb experiment at the CERN Large Hadron Collider in 2010. This ratio has been determined in the rapidity region 1.9 ≤ y ≤ 4.9 covered by the LHCb detector. The determination of anti-hyperons to hyperons ratio produced in pp collisions will allow to study the transport of baryons to final state hadrons and to constrain and tune Monte Carlo models.

• ### Evaluation of simultaneous fitting method for β-decay half lives and β-delayed multi neutron emission probabilities developed for the briken experiment

This paper presents a Monte-Carlo code to simulate the time sequences of the β-decay following implantation of a continuous radioactive ion beam into a segmented silicon detector. We extended our simulation to the β-delayed neutron process. An analysis procedure, which has been developed to obtain simultaneously the β-decay half-life and the β-delayed multi-neutron emission probability, was verified by the simulation data.

• ### Neutron activation analysis: Modelling studies to improve the neutron flux of AmericiumeBeryllium source

This study achieved multiple advantageous results: primarily, it will help us perform neutron activation analysis. Next, it will give us the opportunity to produce radio-elements with short half-lives. Am-Be single and multisource (5 sources) experiments were performed within an irradiation facility with a paraffin moderator. The resulting models mainly increase the thermal neutron flux compared to the traditional method with water moderator.

• ### More Mathematical Finance

The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst....

• ### Measurement of the underlying event in the Drell–Yan process in proton–proton collisions at √ s =7 TeV

A measurement of the underlying event (UE) activity in proton–proton collisions at a center-of-mass energy of 7 TeV is performed using Drell–Yan events in a data sample corresponding to an integrated luminosity of 2.2 fb−1, collected by the CMS experiment at the LHC. The activity measured in the muonic final state (qq → μ + μ −) is corrected to the particle level and compared with the predictions of various Monte Carlo generators and hadronization models.

• ### Báo cáo khoa học: "An Improved Parser for Data-Oriented Lexical-Functional Analysis"

We present an LFG-DOP parser which uses fragments from LFG-annotated sentences to parse new sentences. Experiments with the Verbmobil and Homecentre corpora show that (1) Viterbi n best search performs about 100 times faster than Monte Carlo search while both achieve the same accuracy; (2) the DOP hypothesis which states that parse accuracy increases with increasing fragment size is confirmed for LFG-DOP; (3) LFGDOP's relative frequency estimator performs worse than a discounted frequency estimator; and (4) LFG-DOP significantly outperforms TreeDOP if evaluated on tree structures only.