Wolfram Language & System 11.0 (2016)|Legacy Documentation
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represents an inhomogeneous Poisson process with intensity λ[t] given as a function of t.
- InhomogeneousPoissonProcess is a continuous-time and discrete-state process.
- InhomogeneousPoissonProcess at time t is the number of events in the interval 0 to t.
- The number of events in the interval 0 to t follows PoissonDistribution with mean .
- The intensity function λ[t] in the definition of InhomogeneousPoissonProcess is assumed to be valid. In particular, it is assumed that it is a continuous, positive-valued function of t.
- InhomogeneousPoissonProcess can be used with such functions as Mean, PDF, Probability, and RandomFunction.
Introduced in 2015