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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 6, Pages 1005–1016 (Mi zvmmf4886)  
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
Full-text PDF (285 kB) Citations (18)
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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
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 6, Pages 951–962
DOI: https://doi.org/10.1134/S0965542510060035
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
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
Citation in format AMSBIB
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    • This publication is cited in the following 18 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:68
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