
14 Dec
2009
14 Dec
'09
5:05 p.m.
Dear MRMC developers, I believe I've found a bug in mrmc. When using transient analysis, MRMC outputs: >>>>ERROR: Fox-Glynn: lambda >= 25, underflow. The results are UNRELIABLE. which, I think, is the result of a wrong formula in foxglynn.c, line 199: k_prime = k_rtp * sqrt_2 + 3.0 / 2.0 * sqrt_lambda; This line should be: k_prime = k_rtp * sqrt_2 + 3.0 / (2.0 * sqrt_lambda); as written in Corollary 3 of the "Computing Poisson Probabilities" paper. Without this line, mrmc always thinks that the right Poisson tail will underflow, writing the warning message. Amparore Elvio