Difference between revisions of "Event generation"

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[[Category:Theory software]]
 
'''Event generation''' refers to the computer-based simulation of [[Event|events]], usually using the [[Monte Carlo method]] and an [[event generator]].
 
'''Event generation''' refers to the computer-based simulation of [[Event|events]], usually using the [[Monte Carlo method]] and an [[event generator]].
  

Revision as of 10:31, 24 July 2017

Event generation refers to the computer-based simulation of events, usually using the Monte Carlo method and an event generator.

Choice of event weight normalisation

There are basically four different choices to normalise event weights. Choosing a notation where w_i denotes the weight of the ith event, N is the number of generated events, \sigma is the generated cross section value and \langle \cdots \rangle denotes the average, the different conventions are[1]:

  1. \langle w_i \rangle = 1 meaning that \langle \sum_i w_i \rangle = N
  2. \langle w_i \rangle = \sigma meaning that \langle \sum_i w_i \rangle = N\sigma
  3. \langle w_i \rangle = 1/N meaning that \langle \sum_i w_i \rangle = 1
  4. \langle w_i \rangle = \sigma/N meaning that \langle \sum_i w_i \rangle = \sigma

The sums are over all generated events.

References

  1. Jump up ↑ Wolfgang Kilian, Thorsten Ohl, Jürgen Reuter: WHIZARD online user manual, section 11.3
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