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Approximation of Hunt Processes by Multivariate Poisson Processes

โœ Scribed by Zhi-Ming Michael Ma; Wei Sun


Book ID
110294686
Publisher
Springer Netherlands
Year
2000
Tongue
English
Weight
109 KB
Volume
63
Category
Article
ISSN
0167-8019

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Established techniques for generating an instance of a multivariate NonHomogeneous Poisson Process (NHPP) such as thinning can become highly inefficient as the dimensionality of the process is increased, particularly if the defining intensity (or rate) function has a pronounced peak. To overcome thi