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.
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页码：201 / 211
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