This article is cited in 7 papers

Statistical simulation methods for a nonhomogeneous Poisson ensemble

T. A. Averina<sup>ab

a</sup> Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
^b Novosibirsk State University, Novosibirsk

Abstract: In this paper, some Monte-Carlo methods for modeling homogeneous and nonhomogeneous Poisson ensembles are offered. Generalization of the Maximum Cross-section Method is constructed and proved for modeling nonhomogeneous Poisson ensembles of points.

Key words: Poisson random process, Poisson ensemble, stochastic differential equations, Monte-Carlo methods.

UDC: 519.245

Received: 04.12.2008
Revised: 03.02.2009

 English version: Numerical Analysis and Applications, 2009, 2:4, 289–301

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