Algorithm of poisson random number



algorithm poisson random number (Knuth): 
init: 
Let L ← e−λ, k ← 0 and p ← 1. 
do: 
k ← k + 1. 
Generate uniform random number u in [0,1] and let p ← p × u. 
while p ≥ L. 
return k − 1. 

from:  spotofleopard, thanks.

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转载自blog.csdn.net/DavyHwang/article/details/7353219