高等数学研究
高等數學研究
고등수학연구
STUDIES IN COLLEGE MATHEMATICS
2012年
1期
86-89
,共4页
齐次泊松过程%非齐次泊松过程%仿真%随机数
齊次泊鬆過程%非齊次泊鬆過程%倣真%隨機數
제차박송과정%비제차박송과정%방진%수궤수
homogeneous Poisson processes%nonhomogeneous Poisson processes%simulation%random number
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.
基于兩種齊次泊鬆過程的倣真方法,得到非齊次泊鬆過程的四種倣真方法:稀疏法、呎度變換法、產生間隔時間法和順序統計量法.在給齣其理論依據及實現步驟的同時,藉助實例分析四種倣真方法的特點.
기우량충제차박송과정적방진방법,득도비제차박송과정적사충방진방법:희소법、척도변환법、산생간격시간법화순서통계량법.재급출기이론의거급실현보취적동시,차조실례분석사충방진방법적특점.
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.