Simulating Multivariate Nonhomogeneous Poisson Processes Using Projections

DOI10.1145/2331140.2331143zbMATH Open1386.65032OpenAlexW2036733400MaRDI QIDQ4635195FDOQ4635195

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

simulationrandom variate generationnonhomogeneous Poisson processinput modelingrandom process generation

Mathematics Subject Classification ID

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

Cited In (1)

• Non-homogeneous continuous-time Markov chain with covariates: applications to ambulatory hypertension monitoring

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