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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2009, Volume 12, Number 4, Pages 361–374 (Mi sjvm132)  
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
Full-text PDF (268 kB) Citations (7)
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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
English version:
Numerical Analysis and Applications, 2009, Volume 2, Issue 4, Pages 289–301
DOI: https://doi.org/10.1134/S1995423909040016
Bibliographic databases:
UDC: 519.245
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Ave09}
\by T.~A.~Averina
\paper Statistical simulation methods for a~nonhomogeneous Poisson ensemble
\jour Sib. Zh. Vychisl. Mat.
\yr 2009
\vol 12
\issue 4
\pages 361--374
\mathnet{http://mi.mathnet.ru/sjvm132}
\transl
\jour Num. Anal. Appl.
\yr 2009
\vol 2
\issue 4
\pages 289--301
\crossref{https://doi.org/10.1134/S1995423909040016}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-77952840707}
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  • https://www.mathnet.ru/eng/sjvm132
  • https://www.mathnet.ru/eng/sjvm/v12/i4/p361
    • This publication is cited in the following 7 articles:
    1. Dmitry S. Grebennikov, “Computational methods for multiscale modelling of virus infection dynamics”, Russian Journal of Numerical Analysis and Mathematical Modelling, 38:2 (2023), 75  crossref
    2. Averina T.A. Rybakov K.A., “Using Maximum Cross Section Method For Filtering Jump-Diffusion Random Processes”, Russ. J. Numer. Anal. Math. Model, 35:2 (2020), 55–67  crossref  mathscinet  zmath  isi  scopus
    3. G. I. Zmievskaya, T. A. Averina, “Fluctuations of a charge on melted drops of silicon carbide during condensation”, Keldysh Institute preprints, 2018, 280–24  mathnet  mathnet  crossref
    4. S. S. Artemiev, M. A. Yakunin, “Parametric analysis of the oscillatory solutions to SDEs with Wiener and Poisson components by a Monte Carlo method”, J. Appl. Industr. Math., 11:2 (2017), 157–167  mathnet  crossref  crossref  elib
    5. T. A. Averina, G. I. Zmievskaya, “Neravnovesnaya stadiya fazovogo perekhoda pervogo roda: stokhasticheskie modeli i algoritmy resheniya”, Preprinty IPM im. M. V. Keldysha, 2017, 115, 32 pp.  mathnet  crossref
    6. T. A. Averina, “Using a randomized method of a maximum cross-section for simulating random structure systems with distributed transitions”, Num. Anal. Appl., 9:3 (2016), 179–190  mathnet  crossref  crossref  mathscinet  isi  elib  elib
    7. Averina T.A., Rybakov K.A., “Novye metody analiza vozdeistviya puassonovskikh delta-impulsov v zadachakh radiotekhniki”, Zhurnal radioelektroniki, 2013, no. 1, 15–15  elib
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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