Monte Carlo program for generating Poisson random numbers
The file Poisson.scala is used to generate the Poisson random numbers using Monte Carlo simulation and the file poisson.py is used to generate the Poisson probability function from mathematical theory. Comparison is made between the Monte Carlo simulation results and the exact results, which can be found in the file poisson.pdf. More details of the algorithm, including a mathematical proof of the validity of this algorithm that is employed to generate the Poisson random numbers, can be found here (in Chinese): https://zhuanlan.zhihu.com/p/30560045