This article is cited in 18 papers

Algorithms for the exact and approximate statistical modeling of Poisson ensembles

T. A. Averina, G. A. Mikhaĭlov

Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akademika Lavrent'eva 6, Novosibirsk, 630090 Russia

Abstract: Algorithms for exact and approximate statistical simulation of inhomogeneous Poisson ensembles are proposed, and their complexities are analyzed and compared. In this context, a new modification of the maximum cross section algorithm is constructed in which the sequence of rejections is determined by one value of a standard random variable.

Key words: statistical simulation, inhomogeneous Poisson ensemble, rejection method, superposition method, complexity estimation.

UDC: 519.676

Received: 17.12.2009

 English version: Computational Mathematics and Mathematical Physics, 2010, 50:6, 951–962

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