The computer generation of Poisson random variables

DOI10.1007/BF02243478zbMath0444.65006OpenAlexW305660175MaRDI QIDQ1144897

Luc P. Devroye

Publication date: 1981

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02243478

zbMATH Keywords

Poisson distributionaverage complexityrejection methodgeneration of Poisson random variablesinequalities for Poisson probabilities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Computer aspects of numerical algorithms (65Y99)

Related Items (7)

Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef: ⋮ A simple generator for discrete log-concave distributions ⋮ Expected time analysis of a simple recursive Poisson random variate generator ⋮ A note on approximations in random variate generation ⋮ Generation of Bernoulli processes ⋮ Random variate generators for the Poisson-Poisson and related distributions ⋮ Discrete random variate generation using uniformization

Cites Work

• Random sampling from the generalized gamma distribution
• Sampling from the Poisson distribution on a computer
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• The Computer Generation of Poisson Random Variables
• Recent Developments in the Computer Generation of Poisson Random Variables
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