Simulating nonstationary Poisson processes: a comparison of alternatives including the correct approach

Abstract

This paper describes three inexact methods that are commonly used to generate arrivals for a nonstation ary Poisson process and compares them to an exact method. Different patterns are assumed for the arrival rate as a function of time. The exact method is shown to produce accurate results, whereas all three inexact methods produce results that are sig nificantly different in a statistical sense. All four methods require similar amounts of computer time.