概率统计中的计算机随机模拟方法
摘要计算机随机模拟系统在金融工程学，宏观经济学，生物医学，计算物理学等方面应用非常广泛，为了让大家能够更全面的深入的了解计算机随机模拟的应用，本文对此进行了探究。
本文选择从计算机随机模拟的背景出发探究了蒙特卡洛模拟方法的发展及其重要性。第二章阐述了中心极限定理并利用随机数的模拟进行了论证。简单的介绍了蒙特卡洛模拟方法的基本思想及主要的知识点。接下来例举了蒙特卡洛模拟方法在蒲丰投针（π值）、定积分、数学建模库存问题中的应用。用蒙特卡洛法模拟某一过程时，需要产生各种概率分布的随机变量。用统计的方法把模型的数字特征估计出来，得到问题的估计值，我们发现当模拟次数增加时，模拟的估计值更加接近真实值。86529
从应用分析结果中我们可以看出蒙特卡洛模拟方法能够逼真的描述具有随机性质的事情的特点，受几何条件限制小，收敛的速度与维数也无关，程序结构简单，易于实现。
毕业论文关键字：蒙特卡洛模拟方法；蒲丰投针；定积分；数学建模
Abstract Computer random simulation system has been widely used in financial engineering, macroeconomics , biological medicine , computation physics and other disciplines 。There are broad prospects for development。 And this is what the paper tries to do。
In this paper ，the author introduces the background of the computer stochastic simulation method，explores the development and importance of Monte Carlo Method。
The second expounds the central limit theorem and demonstrates the application of random simulation 。Simply introduces the basic idea of Monte Carlo Simulation Method and main points 。Illustrates the Monte Carlo Simulation Method in cast needle count DE Buffon，definite integral ,the application of mathematical modeling of inventory problem。 the Monte Carlo Method was used to simulate a process ,need to produce all sorts of probability distribution of random variables 。Digital features of the model using the method of statistical estimate, the estimate is obtained。 We found that when the simulation number increases, the estimate is closer to the real value of the simulation。
From the application of the results of the analysis we can see the Monte Carlo Method can describe lifelike has the characteristics of the random nature of things。 Restrictions on small geometric convergence speed has nothing to do with dimension, program structure is simple, easy to implement。