Computational Mathematics and Mathematical Physics · 2010 · 11 citations · 9 references
BusinessComputational EngineeringComputational PhysicsStochastic ModelingComputational StatisticsMonte Carlo MethodsMonte Carlo SimulationPoisson ProcessesSimulation MethodsStatistical MechanicsEnsemble SimulationPoisson Process SimulationStatistical EnsemblesStatistical SimulationStochastic Simulation Algorithms
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.
9
A First Course in Stochastic Processes.
Sidney C. Port, Samuel Karlin · American Mathematical Monthly · 1968 · 271 citations
A FIRST COURSE IN STOCHASTIC PROCESSES
J. F. C. Kingmán · Journal of the London Mathematical Society · 1967 · 173 citations
Engineering, Mathematics, Physics +14