摘要
基于两种齐次泊松过程的仿真方法,得到非齐次泊松过程的四种仿真方法:稀疏法、尺度变换法、产生间隔时间法和顺序统计量法.在给出其理论依据及实现步骤的同时,借助实例分析四种仿真方法的特点.
Based on two simulation methods for homogeneous Poisson processes, four simulation methods for nonhomogeneous Poisson processes are established. They are sparse method, scale alternation method, generating time interval method, and order statistics method. Theoretical bases and procedures of the four simulation methods are discussed. A concrete example of simulating nonhomogeneous Poisson processes is provided. Four methods are applied and features of these methods are analyzed.
出处
《高等数学研究》
2012年第1期86-89,共4页
Studies in College Mathematics
关键词
齐次泊松过程
非齐次泊松过程
仿真
随机数
homogeneous Poisson processes, nonhomogeneous Poisson processes, simulation, random number
