7.3 Poisson demands with time-dependent rate, revisited We have already
seen a procedure for simulating the generation of demands in an urban
service system according to a Poisson process with time-dependent mean
rate (t)
That procedure
(Section 7.1.4) required two "passes" over the interval [0, 71: once to
determine the number of demands during [0, T] and a second time to
generate the time instants when these demands occur. In this problem you
will be asked to develop an alternative procedure which requires only a
single pass.
Refer once more to Figure 7.12. Define a function '(t)
such that
where
0
is the maximum value of
(t)
in [0, T].
Suppose now that we used ti = (- n ri)/
0
to generate sample values of successive demand interarrival
times, beginning at t = 0. This, of course,
would lead
to too many demands being generated in [0, T]. (The expected number of
demands
would be equal to 0 ยท T.)
How would you modify the foregoing procedure (by accepting or rejecting
some demands) using (t) and '(t)
to make it work correctly?
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