Generating Nonhomogeneous Poisson Processes
Published Online: 14 JAN 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
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. .
- Published Online: 14 JAN 2011
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.
- random process generation;
- Poisson processes