Simulation of Compound Poisson Process Based on Stochastic Harmonic Function

doi:10.11908/j.issn.0253-374x.2017.12.001

Home > Archive>Volume 45, Issue 12, 2017 >1731-1738. DOI:10.11908/j.issn.0253-374x.2017.12.001

Simulation of Compound Poisson Process Based on Stochastic Harmonic Function
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                        10.11908/j.issn.0253-374x.2017.12.001
                    
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Author:
                        GAO RuofanGAO Ruofan
College of Civil Engineering, Tongji University, Shanghai 200092, China
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LI JieLI Jie
State Key Laboratory of Disaster Reduction in Civil Engineering, Tongji University, Shanghai 200092, China
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Clc Number:TU312+.1
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Abstract:

A new approach to the numerical simulation of compound Poisson process was proposed. The stochastic harmonic function method was adopted to generate the compound Poisson process. Based on the engineering example, the validity of the stochastic harmonic function method to simulate the compound Poisson process was verified.

Key words:compound Poisson process; stochastic harmonic function; random vehicle load

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GAO Ruofan, LI Jie. Simulation of Compound Poisson Process Based on Stochastic Harmonic Function[J].同济大学学报(自然科学版),2017,45(12):1731~1738

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Received:June 15,2017
Revised:October 24,2017
Adopted:October 09,2017
Online: December 29,2017
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