Inter-arrival time distribution for the non-homogeneous Poisson process
Yakovlev, Gleb · Rundle, John B. · Shcherbakov, Robert · Turcotte, Donald L.
Original · EN
We derive an analytical expression of the inter-arrival time distribution for a non-homogeneous Poisson process (NHPP). This expression is exact and is applicable to any time interval, finite or infinite. As an illustration, we present simulation results for three different intensity functions.
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