Algorithms for exact and approximate statistical simulation of Poisson ensembles
From MaRDI portal
Publication:2995924
DOI10.1134/S0965542510060035zbMath1224.60108MaRDI QIDQ2995924
Gennady A. Mikhailov, Tatiana A. Averina
Publication date: 4 May 2011
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
exclusion methodstatistical simulationsuperposition methodinhomogeneous Poisson ensemblesresource consumption estimates
Related Items (8)
Randomized algorithms of Monte Carlo method for problems with random parameters (“double randomization” method) ⋮ Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows ⋮ Stochastic modelling of age-structured population with time and size dependence of immigration rate ⋮ Computational methods for multiscale modelling of virus infection dynamics ⋮ Using maximum cross section method for filtering jump-diffusion random processes ⋮ The modified majorant frequency method for numerical simulation of the generalized exponential distribution ⋮ Randomized exponential transformation algorithm for solving the stochastic problems of gamma-ray transport theory ⋮ Investigation and improvement of biased Monte Carlo estimates
This page was built for publication: Algorithms for exact and approximate statistical simulation of Poisson ensembles