scholarly journals Large deviations theory techniques in Monte Carlo simulation

Author(s):  
J. S. Sadowsky ◽  
J. A. Bucklew
1990 ◽  
Vol 27 (1) ◽  
pp. 44-59 ◽  
Author(s):  
James A Bucklew ◽  
Peter Ney ◽  
John S. Sadowsky

Importance sampling is a Monte Carlo simulation technique in which the simulation distribution is different from the true underlying distribution. In order to obtain an unbiased Monte Carlo estimate of the desired parameter, simulated events are weighted to reflect their true relative frequency. In this paper, we consider the estimation via simulation of certain large deviations probabilities for time-homogeneous Markov chains. We first demonstrate that when the simulation distribution is also a homogeneous Markov chain, the estimator variance will vanish exponentially as the sample size n tends to∞. We then prove that the estimator variance is asymptotically minimized by the same exponentially twisted Markov chain which arises in large deviation theory, and furthermore, this optimization is unique among uniformly recurrent homogeneous Markov chain simulation distributions.


1990 ◽  
Vol 27 (01) ◽  
pp. 44-59 ◽  
Author(s):  
James A Bucklew ◽  
Peter Ney ◽  
John S. Sadowsky

Importance sampling is a Monte Carlo simulation technique in which the simulation distribution is different from the true underlying distribution. In order to obtain an unbiased Monte Carlo estimate of the desired parameter, simulated events are weighted to reflect their true relative frequency. In this paper, we consider the estimation via simulation of certain large deviations probabilities for time-homogeneous Markov chains. We first demonstrate that when the simulation distribution is also a homogeneous Markov chain, the estimator variance will vanish exponentially as the sample size n tends to∞. We then prove that the estimator variance is asymptotically minimized by the same exponentially twisted Markov chain which arises in large deviation theory, and furthermore, this optimization is unique among uniformly recurrent homogeneous Markov chain simulation distributions.


Author(s):  
Ryuichi Shimizu ◽  
Ze-Jun Ding

Monte Carlo simulation has been becoming most powerful tool to describe the electron scattering in solids, leading to more comprehensive understanding of the complicated mechanism of generation of various types of signals for microbeam analysis.The present paper proposes a practical model for the Monte Carlo simulation of scattering processes of a penetrating electron and the generation of the slow secondaries in solids. The model is based on the combined use of Gryzinski’s inner-shell electron excitation function and the dielectric function for taking into account the valence electron contribution in inelastic scattering processes, while the cross-sections derived by partial wave expansion method are used for describing elastic scattering processes. An improvement of the use of this elastic scattering cross-section can be seen in the success to describe the anisotropy of angular distribution of elastically backscattered electrons from Au in low energy region, shown in Fig.l. Fig.l(a) shows the elastic cross-sections of 600 eV electron for single Au-atom, clearly indicating that the angular distribution is no more smooth as expected from Rutherford scattering formula, but has the socalled lobes appearing at the large scattering angle.


Author(s):  
D. R. Liu ◽  
S. S. Shinozaki ◽  
R. J. Baird

The epitaxially grown (GaAs)Ge thin film has been arousing much interest because it is one of metastable alloys of III-V compound semiconductors with germanium and a possible candidate in optoelectronic applications. It is important to be able to accurately determine the composition of the film, particularly whether or not the GaAs component is in stoichiometry, but x-ray energy dispersive analysis (EDS) cannot meet this need. The thickness of the film is usually about 0.5-1.5 μm. If Kα peaks are used for quantification, the accelerating voltage must be more than 10 kV in order for these peaks to be excited. Under this voltage, the generation depth of x-ray photons approaches 1 μm, as evidenced by a Monte Carlo simulation and actual x-ray intensity measurement as discussed below. If a lower voltage is used to reduce the generation depth, their L peaks have to be used. But these L peaks actually are merged as one big hump simply because the atomic numbers of these three elements are relatively small and close together, and the EDS energy resolution is limited.


Sign in / Sign up

Export Citation Format

Share Document