| 高维正态分在函数的算法 |
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| 引用本文： | 张世英,王雪坤. 高维正态分在函数的算法[J]. 天津大学学报(自然科学与工程技术版), 1995, 0(6) |
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| 作者姓名： | 张世英 王雪坤 |
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| 摘 要： | 多市场非均衡模型建模的主要困难是高维正态密度函数的积分．本文提出高维正态密度函数积分的一种新算法──数论仿真法，确定性误差较小，计算简便．仿真实例证实了该算法的有效性．
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| 关 键 词： | 多市场非均衡模型，多维正态积分，仿真算法 |
THE ALGORITHM OF THE MULTI-DIMENSION NORMAL DISTRIBUTION FUNCTION |
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| Zhang Shiying, Wang Xuekun. THE ALGORITHM OF THE MULTI-DIMENSION NORMAL DISTRIBUTION FUNCTION[J]. Journal of Tianjin University(Science and Technology), 1995, 0(6) |
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| Authors: | Zhang Shiying Wang Xuekun |
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| Affiliation: | Dept. of Industrial Economics and Systems Eng. |
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| Abstract: | he main obstacle to building a multi-market disequilibrium model is the integration of the multi-dimension normal density function. In this paper a new algorithm for this purpose is presented by using the number theory simulation method. The algorithm can be performed conveniently with less fixed error. its effectiveness is demonstrated in a simulation example. |
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| Keywords: | multi-market disequilibrium model multi-normal integration simulation algorithm |
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