Simulating Multivariate Nonhomogeneous Poisson Processes Using Projections
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Publication:4635195
DOI10.1145/2331140.2331143zbMath1386.65032MaRDI 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
simulation; nonhomogeneous Poisson process; random variate generation; input modeling; random process generation
65C20: Probabilistic models, generic numerical methods in probability and statistics
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)