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Title : Simulation of Nonstationary Poisson Processes
| Content Provider | Semantic Scholar |
|---|---|
| Author | Hoßfeld, Tobias |
| Copyright Year | 2007 |
| Abstract | Generating arrival times that follow a nonstationary Poisson process with λ(t) appears to be as easy. However, substitutingλ(ti−1) in step 2 of algorithm 1 forλ is incorrect. An illustration is given in Figure 1. The red line shows the given arrival rate λ(t), while the blue bars indicate the simulated arrival rateλ̃(t). The substitution skips large intervals at ti−1 independent of the following rates, if the arrival rateλ(ti−1) is low. E.g. forti−1 = 14, the arrival rate isλ(ti−1) = 0.02 and the mean interarrival time is1/λ(ti−1) = 50. Hence, the next arrival ti will be generated at ti−1 +1/λ(ti−1) = 64 on average and the upcoming peaks in the arrival rate are missed. Accor dingly, the high arrival density betweent = 27 andt = 67 is not simulated. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.comnets.uni-bremen.de/itg/itgfg521/per_eval/NonStationaryPP.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
