Wolfram Language & System 11.0 (2016)|Legacy Documentation

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InhomogeneousPoissonProcess

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

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Basic Examples  (3)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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Introduced in 2015
(10.1)