Sensitivity analysis of simulation output to parameters of nonhomogeneous Poisson processes

We report on simulations of Σ_iGI_i/M/1 queues; the arrival process is the superposition sum of up to 1024 i.i.d. renewal processes and there is a single exponential server. As one might anticipate, the simulation estimate of the expected number of ...

In this article, we identify conditions under which the epoch times and the interepoch intervals of a nonhomogeneous Poisson process have logconcave densities. The results are extended to relevation counting processes. We also study discrete-time ...

The nonhomogeneous Poisson process is a widely used model for a series of events (stochastic point process) in which the “rate” or “intensity” of occurrence of points varies, usually with time. The process has the characteristic properties that the ...