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The Poisson Process

In: Non-Uniform Random Variate Generation

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  • Luc Devroye

    (McGill University, School of Computer Science)

Abstract

One of the most important processes occurring in nature is the Poisson point process. It is therefore important to understand how such processes can be simulated. The methods of simulation vary with the type of Poisson point process, i.e. with the space in which the process occurs, and with the homogeneity or nonhomogeneity of the process. We will not be concerned with the genesis of the Poisson point process, or with important applications in various areas. To make this material come alive, the reader is urged to read the relevant sections in Feller (1965) and Cinlar (1975) for the basic theory, and some sections in Trivedi (1982) for computer science applications.

Suggested Citation

  • Luc Devroye, 1986. "The Poisson Process," Springer Books, in: Non-Uniform Random Variate Generation, chapter 0, pages 246-285, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-8643-8_6
    DOI: 10.1007/978-1-4613-8643-8_6
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