On Lewis' simulation method for point processes
نویسندگان
چکیده
منابع مشابه
On Lewis' simulation method for point processes
A simple and efficient method of simulation is discwsed for point processes that are specified by their conditional intensities. Tbe metbud is based on tbe thinning algorithm which was introduced recently by Lewis and Shedler for the simulation of nonhomogeneous Poisson pmcesses. Algorithms are given for past dependent point processes contain@ multivariate processes. The simulations are perform...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1981
ISSN: 0018-9448
DOI: 10.1109/tit.1981.1056305