Nonhomogeneous Poisson Process and Compound Poisson Process in the Modelling of Random Processes Related to Road Accidents
نویسندگان
چکیده
منابع مشابه
Fuzzy Random Homogeneous Poisson Process and Compound Poisson Process
By dealing with interarrival times as exponentially distributed fuzzy random variables, a fuzzy random homogeneous Poisson process and a fuzzy random compound Poisson process are respectively defined. Several theorems on the two processes are provided, respectively.
متن کاملCompound Poisson process approximation
Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails technical difficulties. Several applications a...
متن کاملBuilding the Compound Poisson Process
Abstract. This paper begins by defining the basic aspects of probability, including the probability space and random variables. We explore the types and qualities of random variables, as well as di↵erent distributions and their properties, with the goal of building the Poisson Process, and finally the Compound Poisson Process. This is an important counting process that can be applied to many in...
متن کاملGenerating 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 کاملNumerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
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 KONES
سال: 2019
ISSN: 2354-0133
DOI: 10.2478/kones-2019-0005