New algorithms for generating Poisson variates (Q915333)

From MaRDI portal
Revision as of 23:35, 21 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
New algorithms for generating Poisson variates
scientific article

    Statements

    New algorithms for generating Poisson variates (English)
    0 references
    1990
    0 references
    The author discusses three algorithms for generating Poisson (\(\lambda\)) random variates. The first one is the KPFRAC algorithm, designed for \(\lambda <0\), the second one is KPLOW, for \(0<\lambda \leq 30\) and the third one is KEMPOIS, for 10\(\leq \lambda \leq 5000\). The conclusions of the work is that these algorithms prove that new features can be incorporated into the search approach and make it more competitive. A mixed routine which uses KPLOW, when \(\lambda <30\) and KEMPOIS, when \(\lambda\geq 30\) is indicated and so the speed of calculus is higher.
    0 references
    0 references
    varying-parameter algorithms
    0 references
    sequential searches
    0 references
    J-fraction approximations
    0 references
    Poisson random variates
    0 references
    0 references

    Identifiers