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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2009, Volume 12, Number 4, Pages 361–374
(Mi sjvm132)
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This article is cited in 7 scientific papers (total in 7 papers)
Statistical simulation methods for a nonhomogeneous Poisson ensemble
T. A. Averinaab a 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.
Received: 04.12.2008 Revised: 03.02.2009
Citation:
T. A. Averina, “Statistical simulation methods for a nonhomogeneous Poisson ensemble”, Sib. Zh. Vychisl. Mat., 12:4 (2009), 361–374; Num. Anal. Appl., 2:4 (2009), 289–301
Linking options:
https://www.mathnet.ru/eng/sjvm132 https://www.mathnet.ru/eng/sjvm/v12/i4/p361
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