Algorithms for exact and approximate statistical simulation of Poisson ensembles

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 b...

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Bibliographic Details
Published in:Computational mathematics and mathematical physics 2010-06, Vol.50 (6), p.951-962
Main Authors: Averina, T. A., Mikhailov, G. A.
Format: Article
Language:English
Subjects:
Algorithms
Approximation
Computational mathematics
Computational Mathematics and Numerical Analysis
Computer simulation
Cross sections (physics)
Mathematical models
Mathematics
Mathematics and Statistics
Physics
Poisson distribution
Random variables
Rejection
Simulation
Studies
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Summary: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.
ISSN:0965-5425
1555-6662
DOI:10.1134/S0965542510060035