Journal ArticleDOI
Simulation of Nonhomogeneous Poisson Processes by Thinning
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In this article, a simple and relatively efficient method for simulating one-dimensional and two-dimensional nonhomogeneous Poisson processes is presented, which is applicable for any rate function and is based on controlled deletion of points in a Poisson process whose rate function dominates the given rate function.Abstract:
: A simple and relatively efficient method for simulating one- dimensional and two-dimensional nonhomogeneous Poisson processes is presented. The method is applicable for any rate function and is based on controlled deletion of points in a Poisson process whose rate function dominates the given rate function. In its simplest implementation, the method obviates the need for numerical integration of the rate function, for ordering of points, and for generation of Poisson variates.read more
Citations
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Journal ArticleDOI
Non-Uniform Random Variate Generation.
B. J. T. Morgan,Luc Devroye +1 more
TL;DR: This chapter reviews the main methods for generating random variables, vectors and processes in non-uniform random variate generation, and provides information on the expected time complexity of various algorithms before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods.
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Non-uniform random variate generation
TL;DR: A survey of the main methods in non-uniform random variate generation can be found in this article, where the authors provide information on the expected time complexity of various algorithms, before addressing modern topics such as indirectly specified distributions, random processes and Markov chain methods.
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Applied Spatial Statistics for Public Health Data
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TL;DR: In this paper, the authors present a method for estimating risk and risk of cancer in public health data using statistical methods for spatial data in the context of geographic information systems (GISs).
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Simulation: The Practice of Model Development and Use
TL;DR: This nontechnical textbook is focused towards the needs of business, engineering and computer science students and aims to improve efficiency and effectiveness in simulation modelling.
BookDOI
Handbook of Simulation
Eric R. Ziegel,Jerry Banks +1 more
TL;DR: The Abstract Object class defines and characterizes all the essential properties every class in this design has in this 404 OBJECT-ORIENTED SIMULATION.
References
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Book
A first course in stochastic processes
Samuel Karlin,Howard M. Taylor +1 more
TL;DR: In this paper, the Basic Limit Theorem of Markov Chains and its applications are discussed and examples of continuous time Markov chains are presented. But they do not cover the application of continuous-time Markov chain in matrix analysis.
Book
The statistical analysis of series of events
David Cox,Peter A W Lewis +1 more
TL;DR: This monograph is intended as a survey of some of the problems in theoretical statistics that stem from this sort of data, and has tried to give a simple description, with numerical examples, of the main methods that have been proposed.
Journal ArticleDOI
Computer methods for sampling from gamma, beta, poisson and bionomial distributions
Joachim H. Ahrens,Ulrich Dieter +1 more
TL;DR: New procedures are introduced which can cope efficiently with parameters of all sizes which require sampling from the normal distribution as an intermediate step.