is this monte carlo simulation?
From: ames kin (ames_kin_at_yahoo.com)
Date: 10/29/04
- Next message: Robert Dodier: "Re: Statistics problem from a programmer"
- Previous message: decious: "Random Variables and inequalities"
- Next in thread: Robert Dodier: "Re: is this monte carlo simulation?"
- Reply: Robert Dodier: "Re: is this monte carlo simulation?"
- Messages sorted by: [ date ] [ thread ]
Date: 29 Oct 2004 16:19:42 -0700
consider a system such as,
{
x'[t] == y[t] - v x[t],
y'[t] == x[t] - d y[t]
}
and let v and d be Random numbers from 0 to 1.
and i can simulate the system over random parameter space many times.
and i can average the variable's trajectories.
things i want to know are...
1. is this an example of monte carlo simulation? if so, what
reference(s) suggest that?
2 what does expected values mean in this system? for instance
expceted value of x, y, v, d? is it same as obtaining a deterministic
mean?
thanks in advance for some help.
- Next message: Robert Dodier: "Re: Statistics problem from a programmer"
- Previous message: decious: "Random Variables and inequalities"
- Next in thread: Robert Dodier: "Re: is this monte carlo simulation?"
- Reply: Robert Dodier: "Re: is this monte carlo simulation?"
- Messages sorted by: [ date ] [ thread ]