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Monte Carlo Particle Transport Methods: Neutron and Photon - gnssn

Monte Carlo Particle Transport Methods: Neutron and Photon - gnssn

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11It is easy to prove 15by summing up the probabilities of accepting the sample after= 1,2... trials that the average number of trials, ft isn = —EThere are many different ways to improve the efficiency of the rejection procedure.Theorem 2.5 — More generally, 3if one can write p(x) in the formp(x) = Cg(x)f(x) (2.5)where f(x) is also a PDF <strong>and</strong> C is chosen such that the0 =£ g(x) s= !inequality holds for a « x $ b (i.e. Cg(x) is a majorant of p(x), see Figure 2.1), then thefollowing procedure can be applied:• select an x value from f(x)• select a r<strong>and</strong>om number p• accept x if <strong>and</strong> only ifPgWProof. The conditional density (q) of x, given that p < g(x), isf(x) £ L

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