The computer generation of poisson random variables

Name: The computer generation of poisson random variables
Creator: Luc Devroye
Keywords: rejection method, generation of Poisson random variables, Poisson distribution, average complexity, 0202 electrical engineering, electronic engineering, information engineering, Monte Carlo methods, Random number generation in numerical analysis, 02 engineering and technology, 0101 mathematics, inequalities for Poisson probabilities

Luc Devroye

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Article . 1981 . Peer-reviewed

License: Springer TDM

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Article . 1981

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Article . 2020

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https://dx.doi.org/10.1007/bf0...

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The computer generation of poisson random variables

The computer generation of Poisson random variables

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1981 English Publisher:Springer Science and Business Media LLCJournal:Computing, volume 26, pages 197-207 (issn: 0010-485X, eissn: 1436-5057,

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Authors: Luc Devroye;

doi: 10.1007/bf02243478

The computer generation of poisson random variables

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Abstract

An exact method for the generation of Poisson random variables on a computer is presented. The average time required per random variate decreases as the Poisson parameter tends to infinity.

Related Organizations

McGill University
Canada

Keywords

rejection method, generation of Poisson random variables, Poisson distribution, average complexity, Monte Carlo methods, Random number generation in numerical analysis, inequalities for Poisson probabilities, Computer aspects of numerical algorithms

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