Algoritmos Congruenciales - Simulacion de Montecarlo
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Semilla Const Multiplicativa Constante 6 a = 13 C = n 0 6 5 0.625 1 5 0 0 2 0 7 0.875 3 7 2 0.25 4 2 1 0.125 5 1 4 0.5 6 4 3 0.375 7 3 6 0.75 8 6 5 0.625 Ciclo de Iteracion Semilla Const Multiplicativa Constante 27 a = 1 C = n 0 27 70 0.7 1 70 13 0.13 2 13 56 0.56 3 56 99 0.99 4 99 42 0.42 5 42 85 0.85 6 85 28 0.28 7 28 71 0.71 8 71 14 0.14 9 14 57 0.57 10 57 0 0 11 0 43 0.43 12 43 86 0.86 13 86 29 0.29 14 29 72 0.72 15 72 15 0.15 16 15 58 0.58 17 58 1 0.01 18 1 44 0.44 19 44 87 0.87 20 87 30 0.3 21 30 73 0.73 22 73 16 0.16 23 16 59 0.59 X0 = Xi Xi+1 =(aXi + C)mod m ri+1 X0 = Xi Xi+1 =(aXi + C)mod m ri+1
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Transcript of Algoritmos Congruenciales - Simulacion de Montecarlo
Semilla Const Multiplicativa Constante Aditiva
6 a = 13 C = 7
n
0 6 5 0.6251 5 0 02 0 7 0.8753 7 2 0.254 2 1 0.1255 1 4 0.56 4 3 0.3757 3 6 0.758 6 5 0.625 Ciclo de Vida: 8
Iteracion: 8 se repite con la iteracion 1
Semilla Const Multiplicativa Constante Aditiva
27 a = 1 C = 43
n
0 27 70 0.71 70 13 0.132 13 56 0.563 56 99 0.994 99 42 0.425 42 85 0.856 85 28 0.287 28 71 0.718 71 14 0.149 14 57 0.57
10 57 0 011 0 43 0.4312 43 86 0.8613 86 29 0.2914 29 72 0.7215 72 15 0.1516 15 58 0.5817 58 1 0.0118 1 44 0.4419 44 87 0.8720 87 30 0.321 30 73 0.7322 73 16 0.1623 16 59 0.5924 59 2 0.0225 2 45 0.4526 45 88 0.88
X0 =
Xi Xi+1 =(aXi + C)mod m ri+1
X0 =
Xi Xi+1 =(aXi + C)mod m ri+1
27 88 31 0.3128 31 74 0.7429 74 17 0.1730 17 60 0.631 60 3 0.0332 3 46 0.4633 46 89 0.8934 89 32 0.3235 32 75 0.7536 75 18 0.1837 18 61 0.6138 61 4 0.0439 4 47 0.4740 47 90 0.941 90 33 0.3342 33 76 0.7643 76 19 0.1944 19 62 0.6245 62 5 0.0546 5 48 0.4847 48 91 0.9148 91 34 0.3449 34 77 0.7750 77 20 0.251 20 63 0.6352 63 6 0.0653 6 49 0.4954 49 92 0.9255 92 35 0.3556 35 78 0.7857 78 21 0.2158 21 64 0.6459 64 7 0.0760 7 50 0.561 50 93 0.9362 93 36 0.3663 36 79 0.7964 79 22 0.2265 22 65 0.6566 65 8 0.0867 8 51 0.5168 51 94 0.9469 94 37 0.3770 37 80 0.871 80 23 0.2372 23 66 0.6673 66 9 0.0974 9 52 0.52
75 52 95 0.9576 95 38 0.3877 38 81 0.8178 81 24 0.2479 24 67 0.6780 67 10 0.181 10 53 0.5382 53 96 0.9683 96 39 0.3984 39 82 0.8285 82 25 0.2586 25 68 0.6887 68 11 0.1188 11 54 0.5489 54 97 0.9790 97 40 0.491 40 83 0.8392 83 26 0.2693 26 69 0.6994 69 12 0.1295 12 55 0.5596 55 98 0.9897 98 41 0.4198 41 84 0.8499 84 27 0.27
100 27 70 0.7 Ciclo de Vida: 100Iteracion: 100 se repite con la iteracion 1
Modulo Semilla Const Multiplicativa
m = 8 6 a =
n
0 6 7 0.8751 7 2 0.252 2 1 0.1253 1 4 0.54 4 3 0.3755 3 6 0.756 6 5 0.6257 5 0 08 0 7 0.875
Iteracion: 8 se repite con la iteracion 1
Modulo
m = 100
X0 =
Xi Xi+1 =(aXi + C)mod m ri+1
Iteracion: 100 se repite con la iteracion 1
Const Multiplicativa Constante Aditiva Modulo
12 C = 7 m = 8
Ciclo de Vida: 8Iteracion: 8 se repite con la iteracion 1
Semilla Const Multiplicativa Constante Aditiva
17 a = 21 C =
n
0 17 5 0.156251 5 16 0.52 16 23 0.718753 23 10 0.31254 10 25 0.781255 25 20 0.6256 20 11 0.343757 11 14 0.43758 14 13 0.40625 Ciclo de Vida: 89 13 24 0.75 Iteracion: 8 se repite con la iteracion 1
10 24 31 0.9687511 31 18 0.562512 18 1 0.0312513 1 28 0.87514 28 19 0.5937515 19 22 0.687516 22 21 0.6562517 21 0 018 0 7 0.2187519 7 26 0.812520 26 9 0.2812521 9 4 0.12522 4 27 0.8437523 27 30 0.937524 30 29 0.9062525 29 8 0.2526 8 15 0.4687527 15 2 0.062528 2 17 0.5312529 17 12 0.37530 12 3 0.0937531 3 6 0.187532 6 5 0.15625 Ciclo de Vida: 32
Iteracion: 32 se repite con la iteracion 1
X0 =
Xi Xi+1 =(aXi)mod m ri+1
Constante Aditiva Modulo
7 m = 32
Ciclo de Vida: 8Iteracion: 8 se repite con la iteracion 1
Ciclo de Vida: 32Iteracion: 32 se repite con la iteracion 1
