text: #ifndef STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_RNG_HPP
  #define STAN_MATH_PRIM_SCAL_PROB_POISSON_LOG_RNG_HPP
  
  #include <stan/math/prim/meta.hpp>
  #include <stan/math/prim/scal/err/check_less.hpp>
  #include <stan/math/prim/scal/err/check_finite.hpp>
  #include <boost/random/poisson_distribution.hpp>
  #include <boost/random/variate_generator.hpp>
  #include <cmath>
  
  namespace stan {
  namespace math {
  
  /** \ingroup prob_dists
   * Return a Poisson random variate with specified log rate parameter
   * using the given random number generator.
   *
   * lambda can be a scalar or a one-dimensional container.
   *
   * @tparam T_rate type of log rate parameter
   * @tparam RNG type of random number generator
   * @param alpha (Sequence of) log rate parameter(s)
   * @param rng random number generator
   * @return (Sequence of) Poisson random variate(s)
   * @throw std::domain_error if alpha is nonfinite
   */
  template <typename T_rate, class RNG>
  inline typename VectorBuilder<true, int, T_rate>::type poisson_log_rng(
      const T_rate& alpha, RNG& rng) {
    using boost::random::poisson_distribution;
    using boost::variate_generator;
  
    static const char* function = "poisson_log_rng";
    static const double POISSON_MAX_LOG_RATE = 30 * std::log(2);
  
    check_finite(function, "Log rate parameter", alpha);
    check_less(function, "Log rate parameter", alpha, POISSON_MAX_LOG_RATE);
  
    scalar_seq_view<T_rate> alpha_vec(alpha);
    size_t N = length(alpha);
    VectorBuilder<true, int, T_rate> output(N);
  
    for (size_t n = 0; n < N; ++n) {
      variate_generator<RNG&, poisson_distribution<> > poisson_rng(
          rng, poisson_distribution<>(std::exp(alpha_vec[n])));
      output[n] = poisson_rng();
    }
  
    return output.data();
  }
  
  }  // namespace math
  }  // namespace stan
  #endif
  