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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 6, Pages 1005–1016
(Mi zvmmf4886)
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This article is cited in 18 scientific papers (total 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.
Received: 17.12.2009
Citation:
T. A. Averina, G. A. Mikhaǐlov, “Algorithms for the exact and approximate statistical modeling of Poisson ensembles”, Zh. Vychisl. Mat. Mat. Fiz., 50:6 (2010), 1005–1016; Comput. Math. Math. Phys., 50:6 (2010), 951–962
Linking options:
https://www.mathnet.ru/eng/zvmmf4886 https://www.mathnet.ru/eng/zvmmf/v50/i6/p1005
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Abstract page: | 525 | Full-text PDF : | 224 | References: | 72 | First page: | 12 |
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