When problems of analysis, synthesis, and filtration for systems of the jump-diffusion type are solved statistically, it is necessary to simulate an inhomogeneous Poisson point process. To this end, sometimes the algorithm relying on the ordinariness of the process is used. In this paper, a modification of this algorithm, using a cost-effective method for simulating random variables, is constructed. The statistical adequacy of the method developed is checked on test problems.
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