منابع مشابه
Generating Nonhomogeneous Poisson Processes
We present an overview of existing methods to generate pseudorandom numbers from a nonhomogeneous Poisson process. We start with various definitions of the nonhomogeneous Poisson process, present theoretical results (sometimes with a proof) that form the basis of existing generation algorithms, and provide algorithm listings. Whenever available, we also provide links to sources containing compu...
متن کاملOn $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov processes
In the present paper we investigate the $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov processes with general state spaces. We provide a necessary and sufficient condition for such processes to satisfy the $L_1$-weak ergodicity. Moreover, we apply the obtained results to establish $L_1$-weak ergodicity of quadratic stochastic processes.
متن کاملSquares Estimation of Nonhomogeneous Poisson Processes
We formulate and evaluate weighted and ordinary least squares procedures for estimating the parametric rate function of a nonhomogeneous Poisson process. Special emphasis is given to processes having an exponential rate function, where the exponent may include a polynomial component or some trigonometric components or both. Theoretical and experimental evidence is provided to explain some surpr...
متن کاملExact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes
Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametri...
متن کاملDenumerable State Nonhomogeneous Markov Decision Processes
We consider denumerable state nonhomogeneous Markov decision processes and extend results from both denumerable state homogeneous and finite state nonhomogeneous problems. We show that, under weak ergodicity, accumulation points of finite horizon optima (termed algorithmic optima) are average cost optimal. We also establish the existence of solution horizons. Finally, an algorithm is presented ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Nuclear Materials
سال: 1987
ISSN: 0022-3115
DOI: 10.1016/0022-3115(87)90083-3