Generating Homogeneous Poisson Processes
نویسنده
چکیده
We present an overview of existing methods to generate pseudorandom numbers from homogeneous Poisson processes. We provide three well-known definitions of the homogeneous Poisson process, present results that form the basis of various existing generation algorithms, and provide algorithm listings. With the intent of guiding users seeking an appropriate algorithm for a given setting, we note the computationally burdensome operations within each algorithm. Our treatment includes one-dimensional and two-dimensional homogeneous Poisson processes.
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