A Comparison of Two Algorithms for the Simulation of Non-Homogeneous Poisson Processes with Degree-Two Exponential Polynomial Intensity Function.

Abstract

Two algorithms for generating a non-homogeneous Poisson process with log-quadratic intensity function are implemented into computer programs and compared for relative speed, core storage requirements and fidelity. By simulating several cases of non-homogeneous Poisson processes with log-quadratic intensity functions it is shown that the Poisson-decomposition and gap statistic algorithm substantially reduces computation time from that required by an algorithm that uses a time-scale transformation of a homogeneous Poisson process. The experience gained from implementing the algorithm has led to several possibilities which are suggested for improving the efficiency of the Poisson-decomposition and gap statistic algorithm.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA047164

Entities

People

  • Michael Lelon Patrow

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Algorithms
  • California
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Core Storage
  • Data Science
  • Distribution Functions
  • Information Science
  • Operations Research
  • Order Statistics
  • Random Variables
  • Reliability
  • Simulations
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Computational Fluid Dynamics (CFD)
  • Statistical inference.