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Algorithms for exact and approximate statistical simulation of Poisson ensembles

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Abstract

Algorithms for exact and approximate statistical simulation of inhomogeneous Poisson ensembles are proposed, and their complexities are analyzed and compared. In this context, a new modification of the maximum cross section algorithm is constructed in which the sequence of rejections is determined by one value of a standard random variable.

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Authors and Affiliations

  1. Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akademika Lavrent’eva 6, Novosibirsk, 630090, Russia

    T. A. Averina & G. A. Mikhailov

Authors
  1. T. A. Averina
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  2. G. A. Mikhailov
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Correspondence to T. A. Averina.

Additional information

Original Russian Text © T.A. Averina, G.A. Mikhailov, 2010, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2010, Vol. 50, No. 6, pp. 1005–1016.

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Averina, T.A., Mikhailov, G.A. Algorithms for exact and approximate statistical simulation of Poisson ensembles. Comput. Math. and Math. Phys. 50, 951–962 (2010). https://doi.org/10.1134/S0965542510060035

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  • DOI: https://doi.org/10.1134/S0965542510060035

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