Standard Article

Generating Nonhomogeneous Poisson Processes

  1. Raghu Pasupathy

Published Online: 14 JAN 2011

DOI: 10.1002/9780470400531.eorms0356

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Pasupathy, R. 2011. Generating Nonhomogeneous 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 homogeneous Poisson processes. We provide three well-known definitions of the homogeneous Poisson process, present results that form the basis of various existing generation algorithms, and provide algorithm listings. With the intent of guiding users seeking an appropriate algorithm for a given setting, we note the computationally burdensome operations within each algorithm. Our treatment includes one-dimensional and two-dimensional homogeneous Poisson processes.

Keywords:

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