(J V k. Approximate algorithms have long been the only available methods for generating Poisson random variates when the mean is large. A new algorithm is developed which is exact, has execution time which is insensitive to the value of the mean, and is valid whenever the mean is greater than ten. This algorithm is compared to the three other algorithms which have been developed recently for generating Poisson variates when the mean is large. Criteria used are set-up time, marginal execution time, memory requirements, and lines of code. New simple tight bounds on Poisson probabilities contribute to the speed of the algorithm, but are useful in a more general context. In addition, a survey of Poisson variate generation algorithms is given
Generating correlated Poisson random variables is fundamental in many applications in the management...
We describe two methods and provide C programs for generating discrete random variables with functio...
: The automatic Algorithm ARI developed in this paper can generate variates from a large class of u...
AbstractThe paper discusses three recently-developed algorithms for generating Poisson(λ) random var...
This research is focused on the development of exact, uniformly fast computer algorithms for generat...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
We give several examples for Poisson approximation of quantities of interest in the analysis of algo...
The widely known generators of Poisson random variables are associated with different modifications ...
Let’s say that we are given a k number of random variables following Poisson distribution that are i...
We describe two methods and provide C programs for generating discrete random variables with functio...
Generating correlated Poisson random variables is fundamental in many applications in the management...
We describe two methods and provide C programs for generating discrete random variables with functio...
: The automatic Algorithm ARI developed in this paper can generate variates from a large class of u...
AbstractThe paper discusses three recently-developed algorithms for generating Poisson(λ) random var...
This research is focused on the development of exact, uniformly fast computer algorithms for generat...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
The main reason for the limited use of multivariate discrete models is the difficulty in calculating...
We give several examples for Poisson approximation of quantities of interest in the analysis of algo...
The widely known generators of Poisson random variables are associated with different modifications ...
Let’s say that we are given a k number of random variables following Poisson distribution that are i...
We describe two methods and provide C programs for generating discrete random variables with functio...
Generating correlated Poisson random variables is fundamental in many applications in the management...
We describe two methods and provide C programs for generating discrete random variables with functio...
: The automatic Algorithm ARI developed in this paper can generate variates from a large class of u...