The computer generation of Poisson random variables

DOI10.1007/BF02243478MaRDI QIDQ1144897zbMATH OpenOpenAlexFDO

Authors Luc 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

average complexitygeneration of Poisson random variablesinequalities for Poisson probabilitiesPoisson distributionrejection method

Mathematics Subject Classification ID

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

Cites work

• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• scientific article; zbMATH DE number 3176961 (Why is no real title available?)
• scientific article; zbMATH DE number 3303655 (Why is no real title available?)
• scientific article; zbMATH DE number 3200223 (Why is no real title available?)
• scientific article; zbMATH DE number 3074490 (Why is no real title available?)
• Random sampling from the generalized gamma distribution
• Recent Developments in the Computer Generation of Poisson Random Variables
• Sampling from the Poisson distribution on a computer
• The Computer Generation of Poisson Random Variables

Cited in

(8)

• Discrete random variate generation using uniformization
• Expected time analysis of a simple recursive Poisson random variate generator
• 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 note on approximations in random variate generation
• A simple generator for discrete log-concave distributions
• An asymptotically optimal algorithm for generating bin cardinalities
• Generation of Bernoulli processes
• Random variate generators for the Poisson-Poisson and related distributions

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