Simulation of nonhomogeneous Poisson processes with log linear rate function

DOI10.1093/BIOMET/63.3.501MaRDI QIDQ4117287zbMATH OpenOpenAlexWikidataFDO

Authors Peter A. W. Lewis, Gerald S. Shedler

Publication date 1976

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/63.3.501

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

Cited in

(12)

• Stationary queuing systems with dependencies
• Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior
• Stability results for a general class of interacting point processes dynamics, and applications
• Robust algorithms for simulating spatial cluster processes
• A Monte Carlo method for filtering a marked doubly stochastic Poisson process
• State-dependent Hawkes processes and their application to limit order book modelling
• A formal test for the stationarity of the incidence rate using data from a prevalent cohort study with follow-up
• Statistical inference for \(M_t/G/ Infinity\) queueing systems under incomplete observations
• Spatio-Temporal Analysis and Prediction of Mass Telecommunication Base Station Failure Events
• Modelling systemic price cojumps with Hawkes factor models
• A transformation for testing the fit of an exponential order statistics model
• GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model

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