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Monte Carlo - Virtuoso IC 6.1.5

kenambo

Hi,

In monte carlo analysis, what is the need for the "monte carlo seeds" field.

Is there any result variation for the different number of seeds..

Thanks.

Parents

  • Well, you won't get exactly the same distribution and variation, but you will get roughly the same shape. The fewer iterations you do, the less similar the shape will be. For example, in this picture I show the results from running a function that I have which generates random numbers with a normal (gaussian) distribution with two different seeds (this is not from monte carlo, but the principle is the same), with two different numbers of iterations. You can see that the mean and standard deviations are similar, but not identical.

    Note that in the simulator, it may not be quite as lumpy as this - you typically have more random variables (this is just one random variable) - but the fewer iterations, the bigger variation you'll get. I'll post one with many more samples in a moment.

    Regards,

    Andrew.

     

Reply

  • Well, you won't get exactly the same distribution and variation, but you will get roughly the same shape. The fewer iterations you do, the less similar the shape will be. For example, in this picture I show the results from running a function that I have which generates random numbers with a normal (gaussian) distribution with two different seeds (this is not from monte carlo, but the principle is the same), with two different numbers of iterations. You can see that the mean and standard deviations are similar, but not identical.

    Note that in the simulator, it may not be quite as lumpy as this - you typically have more random variables (this is just one random variable) - but the fewer iterations, the bigger variation you'll get. I'll post one with many more samples in a moment.

    Regards,

    Andrew.

     

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