Simulation of Nonhomogeneous Poisson Processes by Thinning
Loading...
Authors
Lewis, P.A.W.
Shedler, G.S.
Subjects
Poisson processes
nonhomogeneous Poisson processes
one-dimensional nonhomogeneous Poisson processes
two-dimensional nonhomogeneous Poisson processes
simulation of point processes
thinning
search and detection
acceptance-rejection
order statistics
nonhomogeneous Poisson processes
one-dimensional nonhomogeneous Poisson processes
two-dimensional nonhomogeneous Poisson processes
simulation of point processes
thinning
search and detection
acceptance-rejection
order statistics
Advisors
Date of Issue
1978-06
Date
June 1978
Publisher
Monterey, California. Naval Postgraduate School
Language
Abstract
A simple and relatively efficient method for simulating one-dimensional and
two-dimensional nonhomogeneous Poisson processes is presented. The method
is applicable for any rate function and is based on controlled deletion of
points in a Poisson process whose rate function dominates the given rate
function. In its simplest implementation, the method obviates the need for
numerical integration of the rate function, for ordering of points, and for
generation of Poisson variates.
Type
Technical Report
Description
Series/Report No
Department
Operations Research (OR)
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
NPS-55-78-014
Sponsors
Office of Naval Research
Funder
NR-42-343
Format
44 p.
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.