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Generating Homogeneous Poisson Processes

  1. Raghu Pasupathy

Published Online: 14 JAN 2011

DOI: 10.1002/9780470400531.eorms0355

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Pasupathy, R. 2011. Generating Homogeneous Poisson Processes. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. Virginia Tech, Department of Industrial and Systems Engineering, Blacksburg, Virginia

Publication History

  1. Published Online: 14 JAN 2011

Abstract

We present an overview of existing methods to generate pseudorandom numbers from a nonhomogeneous Poisson process. We start with various definitions of the nonhomogeneous Poisson process, present theoretical results (sometimes with a proof) that form the basis of existing generation algorithms, and provide algorithm listings. Whenever available, we also provide links to sources containing computer codes. With the intent of guiding users seeking an appropriate algorithm for a given setting, we emphasize computationally burdensome operations within each algorithm. Our treatment includes both one-dimensional and two-dimensional Poisson processes.

Keywords:

  • statistics;
  • simulation;
  • random process generation;
  • Poisson processes