Shashanka Ubaru, Lior Horesh, et al.
Journal of Biomedical Informatics
SUMMARY: An efficient method for simulating a nonhomogeneous Poisson process with rate function λ(t) = exp(α0+α1t) is given. The method ia 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; it avoids costly ordering and taking of logarithms required by direct simulation methods and is more efficient than time scale transformations of a homogeneous Poisson process. © 1976 Biometrika Trust.
Shashanka Ubaru, Lior Horesh, et al.
Journal of Biomedical Informatics
Ruixiong Tian, Zhe Xiang, et al.
Qinghua Daxue Xuebao/Journal of Tsinghua University
Zhihua Xiong, Yixin Xu, et al.
International Journal of Modelling, Identification and Control
Shu Tezuka
WSC 1991