Simulating Multivariate Nonhomogeneous Poisson Processes Using Projections

DOI10.1145/2331140.2331143zbMath1386.65032OpenAlexW2036733400MaRDI QIDQ4635195

John H. Drew, Shane G. Henderson, Lawrence M. Leemis, Evan A. Saltzman

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2331140.2331143

zbMATH Keywords

simulationnonhomogeneous Poisson processrandom variate generationinput modelingrandom process generation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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