Geodesic
On one method for modeling an nonhomogeneous Poisson point process
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 25 (2022) no. 1, pp. 1-17 
T. A. Averina. On one method for modeling an nonhomogeneous Poisson point process. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 25 (2022) no. 1, pp. 1-17. http://geodesic.mathdoc.fr/item/SJVM_2022_25_1_a0/
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Voir la notice de l'article provenant de la source Math-Net.Ru

In the statistical solution to problems of analysis, synthesis and filtration for systems of the diffusion-discontinuous type, it is required to simulate an inhomogeneous Poisson point process. To simulate the latter, an algorithm is sometimes used based on the property of the ordinariness of the process. In this paper, a modification of this algorithm is constructed using an efficient method for modeling random variables. The statistical adequacy of the method developed was checked by solving test problems.

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