box muller将原二维高斯分布映射到ρ~(0,1),θ~(0,1),高度为1的二维均匀分布内,并计算出其数值的对应关系,于是便将问题解决。
Box Muller Method Takashi Shinzato(shinzato@sp.dis.titech.ac.jp) January 27, 2007 1 Motivation 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 -4 -2 0 2 4 p ( x ) x Box Muller method Box Muller method p(x) Figure 1: Box Muller method; random variable x is asymptotically distributed on N...
Box-Muller变换是通过服从均匀分布的随机变量,来构建服从高斯分布的随机变量的一种方法。具体描述:选取两个服从 [0,1] 上均匀分布的随机变量 U1,U2,使 X、Y 满足 \begin{array}{c} X=\cos \left(2 \pi U_{1}\right) \sqrt{-2 \ln U_{2}} \\ Y=\sin \left(2 \pi U_{1}\right) \sq...
1. Ziggurat 算法与 Box-muller 算法的效率比较 2. Box-Muller a. 一般形式 因函数调用较多,速度慢,当u接近0时存在数值稳定性问题 先假设 。 用Box-Muller方法,随机抽出两个从 均匀分布的数字 和 。然后 那 和 都是正态分布的。 证明可用极坐标,请参考教科书中的Box-Muller方法。 另外使用反函数,先随机抽...
box-Muller methodMonte Carlo SimulationThis paper gives a new approach of the Box-M眉ller Method which transfer a standard uniform distribution to a standard normal distribution. We divide two dimensional unit space (0,1)2 into 15 parts (i.e. hold, rise, slowly rise, sharp rise, fall, ...
A Generalized Boundary Element Method for Groundwater Flow 热度: a nonlinear framework of delayed particle smoothing method for vehicle localization under non-gaussian environment.推迟了粒子滤波方法的非线性框架非高斯环境下车辆定位 热度: 1/14 Gener alized Box-Müller Method for Gener ating q-Gaussian ...
Box-Muller methodFluctuations of vocal cordSpeech synthesisHuman speech waveform has been synthesized in many ways. Today, text-to-speech synthesis has become the mainstreams in speech synthesis. However, this technology requires a large amount of data to make high-quality speech synthesis. For ...
Box-Muller变换 6) Box algorithm Box算法 1. TheBox algorithmis an important direct searching method for optimal engineering design, which is applicable toresolve optimization when the object function can t be given explicitly. Box算法是工程优化设计中一种重要的直接搜索算法 ,适用于无法给出目标函数显...
Box-Muller methodSummary. In an earlier nsner a theorem on the density of the density ordinate itself was obtained and used to provide an alternative proof of the Box-Muller method for the generation of Normal deviates. A more general theorem on what may be called vertical density ...
Box Muller (BM) algorithm is extensively used for generation of high quality Gaussian Random Numbers (GRNs) in hardware. Most efficient published implementation of BM method utilizes transformation of 32-bit data path to 16 bits and use of first degree piece-wise polynomial approximation to compute...