Download or read book Simulation of Non homogeneous Poisson Processes with Log linear Rate Function written by International Business Machines Corporation. Research Division and published by . This book was released on 1975 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Simulation methods for Poisson processes in nonstationary systems written by Thomas J. Watson IBM Research Center and published by . This book was released on 1978 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The nonhomogeneous Poisson process is a widely used model for a series of events (stochastic point process) in which the rate or intensity of occurrence of points varies, usually with time. The process has the characteristic properties that the number of points in any finite set of nonoverlapping intervals are mutually independent random varialbes, and that the number of points in any of these intervals has a Poisson distribution. This paper first discusses several general methods for simulation of the one-dimensional nonhomogeneous Poisson process. Then a particular and very efficient method for simulation of nonhomogeneous Poisson processes is stated with log-linear rate function. The method is based on an identity relating the nonhomogeneous Poisson process to the gap statistics from a random number of exponential random variables with suitably chosen parameters. Finally, a simple and relatively efficient new method for simulation of one-dimensional and two-dimensional nonhomogeneous Poisson processes is described. The method is applicable for any given rate function and is based on controlled deletion of points in a Poisson process with a rate function that dominates the given rate function.

Download or read book Simulation of nonhomogeneous Poisson processes by thinning written by International Business Machines Corporation. Research Division and published by . This book was released on 1978 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: A simple and relatively efficient method for simulating one- dimensional and two-dimensional nonhomogeneous Poisson processes is presented. The method is applicable for any rate function and is based on controlled deletion of points in a Poisson process whose rate function dominates the given rate function. In its simplest implementation, the method obviates the need for numerical integration of the rate function, for ordering of points, and for generation of Poisson variates.

Download or read book Naval Research Logistics Quarterly written by and published by . This book was released on 1979 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Simulation and Monte Carlo written by J. S. Dagpunar and published by John Wiley & Sons. This book was released on 2007-04-04 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation. Each chapter contains a good selection of exercises and solutions with an accompanying appendix comprising a Maple worksheet containing simulation procedures. The worksheets can also be downloaded from the web site supporting the book. This encourages readers to adopt a hands-on approach in the effective design of simulation experiments. Arising from a course taught at Edinburgh University over several years, the book will also appeal to practitioners working in the finance industry, statistics and operations research.

Download or read book Estimation of the Mean Value Function from a Sample of Nonhomogeneous Poisson Processes written by Carlos Ramon Vallarino and published by . This book was released on 1987 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Non Uniform Random Variate Generation written by Luc Devroye and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 859 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians need random number generators to test and compare estlmators before uslng them ln real l fe. In operatlons research, random numbers are a key component ln arge scale slmulatlons. Computer sclen tlsts need randomness ln program testlng, game playlng and comparlsons of algo rlthms. The appl catlons are wlde and varled. Yet all depend upon the same com puter generated random numbers. Usually, the randomness demanded by an appl catlon has some bullt-ln structure: typlcally, one needs more than just a sequence of Independent random blts or Independent uniform 0,1] random vari ables. Some users need random variables wlth unusual densltles, or random com blnatorlal objects wlth speclftc propertles, or random geometrlc objects, or ran dom processes wlth weil deftned dependence structures. Thls ls preclsely the sub ject area of the book, the study of non-uniform random varlates. The plot evolves around the expected complexlty of random varlate genera tlon algorlthms. We set up an ldeal zed computatlonal model (wlthout overdolng lt), we lntroduce the notlon of unlformly bounded expected complexlty, and we study upper and lower bounds for computatlonal complexlty. In short, a touch of computer sclence ls added to the fteld. To keep everythlng abstract, no tlmlngs or computer programs are lncluded. Thls was a Iabor of Iove. George Marsagl a created CS690, a course on ran dom number generat on at the School of Computer Sclence of McG ll Unlverslty."

Download or read book A Comparison of Two Algorithms for the Simulation of Non Homogeneous Poisson Processes with Degree Two Exponential Polynomial Intensity Function written by Michael Lelon Patrow and published by . This book was released on 1977 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two algorithms for generating a non-homogeneous Poisson process with log-quadratic intensity function are implemented into computer programs and compared for relative speed, core storage requirements and fidelity. By simulating several cases of non-homogeneous Poisson processes with log-quadratic intensity functions it is shown that the Poisson-decomposition and gap statistic algorithm substantially reduces computation time from that required by an algorithm that uses a time-scale transformation of a homogeneous Poisson process. The experience gained from implementing the algorithm has led to several possibilities which are suggested for improving the efficiency of the Poisson-decomposition and gap statistic algorithm.

Download or read book Simulation of Non homogeneous Poisson Processes with Degree two Exponential Polynomial Rate Function written by P. A. W. Lewis and published by . This book was released on 1977 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Winter Simulation Conference written by and published by . This book was released on 1971 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Spatial Point Patterns written by Adrian Baddeley and published by CRC Press. This book was released on 2015-11-11 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Statistical Methodology and Software for Analyzing Spatial Point PatternsSpatial Point Patterns: Methodology and Applications with R shows scientific researchers and applied statisticians from a wide range of fields how to analyze their spatial point pattern data. Making the techniques accessible to non-mathematicians, the authors draw on th

Download or read book Stochastic Processes and their Applications written by M.J. Beckmann and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes. Professor Srinivasan celebrated his sixt~ first 1:!irth d~ on December 16,1990 and will be retiring as Professor of Applied Mathematics from the Indian Institute of Technolo~, Madras on June 30,1991. In view of his outstanding contributions to the theor~ and applications of stochastic processes over a time span of thirt~ ~ears, it seemed appropriate not to let his birth d~ and retirement pass unnoticed. A s~posium in his honour and the publication of the proceedings appeared to us to be the most natural and sui table ~ to mark the occasion. The Indian Societ~ for ProbabU it~ and Statistics volunteered to organize the S~posium as part of their XII Annual conference in Bomba~. We requested a number of long-time friends, colleagues and former students of Professor Srinivasan to contribute a paper preferabl~ in the area of stochastic processes and their applications. The positive response and the enthusiastic cooperation of these distinguished scientists have resulted in the present collection. The contributions to this volume are divided into four parts: Stochastic Theor~ (2 articles), P~sics (6 articles), Biolo~ (4 articles) and Operations Research (12 articles). In addition the ke~note address delivered b~ Professor Srinivasan in the S~posium is also included.

Download or read book The American Annual of Photography written by and published by . This book was released on 1907 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Continuous Univariate Distributions Volume 2 written by Norman L. Johnson and published by John Wiley & Sons. This book was released on 1995-05-08 with total page 747 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive reference for statistical distributions Continuous Univariate Distributions, Volume 2 provides in-depth reference for anyone who applies statistical distributions in fields including engineering, business, economics, and the sciences. Covering a range of distributions, both common and uncommon, this book includes guidance toward extreme value, logistics, Laplace, beta, rectangular, noncentral distributions and more. Each distribution is presented individually for ease of reference, with clear explanations of methods of inference, tolerance limits, applications, characterizations, and other important aspects, including reference to other related distributions.

Download or read book Stochastic Simulation written by Brian D. Ripley and published by John Wiley & Sons. This book was released on 1987-02-04 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1992 with total page 1572 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Annual Department of Defense Bibliography of Logistics Studies and Related Documents written by United States. Defense Logistics Studies Information Exchange and published by . This book was released on 1977 with total page 1200 pages. Available in PDF, EPUB and Kindle. Book excerpt: