InhomogeneousPoissonProcess

InhomogeneousPoissonProcess[λ[t],t]

represents an inhomogeneous Poisson process with intensity λ[t] given as a function of t.

Details

Examples

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Basic Examples  (3)

Simulate an inhomogeneous Poisson process:

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Mean and variance functions:

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Covariance function:

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Scope  (10)

Applications  (3)

Properties & Relations  (3)

Possible Issues  (1)

Neat Examples  (1)

See Also

PoissonProcess  PoissonDistribution  RenewalProcess

Introduced in 2015
(10.1)