Generating Nonhomogeneous Poisson Processes
نویسنده
چکیده
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 computer codes. With the intent of guiding users seeking an appropriate algorithm for a given setting, we emphasize computationally burdensome operations within each algorithm. Our treatment includes both one-dimensional and two-dimensional Poisson processes.
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