add a note about rngs

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Valentin Boettcher 2020-04-10 15:10:07 +02:00
parent 9d00616311
commit fe03c24733

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@ -3,7 +3,7 @@
%%% TeX-master: "../../document.tex" ***
%%% End: ***
\section{Monte-Carlo Integration}
\section{Monte-Carlo Integration}%
\label{sec:mcint}
Consider a function
@ -77,7 +77,12 @@ algorithm~\cite{Lepage:19781an}.
The convergence of~\eqref{eq:approxexp} is not dependent on the
dimensional of the integration volume as opposed to many other
numerical integration algorithms (trapezoid rule, Simpsons rule) that
usually converge like \(N^{-k/n}\) with \(k\in\mathbb{N}\).
usually converge like \(N^{-k/n}\) with \(k\in\mathbb{N}\). When
implementing monte-carlo methods, the random samples can be obtained
through hardware or software random number generators (RNGs). Most
implementations utilize software RNGs because supply pseudo-random
numbers in a reproducible way, which facilitates deniability and
comparability.
\subsection{Naive Monte-Carlo Integration and Change of Variables}
\label{sec:naivechange}
@ -204,7 +209,7 @@ sample density and lower weights, flattening out the integrand.
\centering \plot{xs/xs_integrand_vegas}
\caption[\(2\pi\dv{\sigma}{\theta}\) with integration
boundaries]{\label{fig:xs-int-vegas} The same integrand as
in~\ref{fig:xs-int-theta} with \vegas\-generated intcrements and
in~\ref{fig:xs-int-theta} with \vegas-generated increments and
weighting applied (\(f/\rho\)).}
\end{figure}