Algorithms for exact and approximate statistical simulation of Poisson ensembles

Tatyana Averina, G. A. Mikhaı̆lov

Computational Mathematics and Mathematical Physics · 2010 · 11 citations · 9 references

Concepts

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.

References

9