Deep-Penetration Calculations for Scattering Neutrons by Importance Sampling

被引：0

作者：

Kollman, Craig ^{[1
]}

机构：

[1] Department of Statistics, Sequoia Hall, Stanford University, Stanford,CA,94305, United States

来源：

Probability in the Engineering and Informational Sciences | 1994年 / 8卷 / 02期

关键词：

Deep penetration - Random processes;

D O I：

10.1017/S026996480000334X

中图分类号：

学科分类号：

摘要：

Neutron scatter in a homogeneous solid is modelled as a one-dimensional i.i.d. random walk with killing. Importance sampling is used to estimate the extremely small probability that the random walk crosses a large level before killing occurs. The theory of large deviations provides insight into the selection of the probability measure used in the simulations. A sample problem demonstrates the variance reduction possible when this technique is used. Copyright © Cambridge University Press 1994.

引用

页码：201 / 211

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