Inter-arrival time distribution for the non-homogeneous Poisson process
Statistical Mechanics
2007-05-23 v1 Astrophysics
Probability
Abstract
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.
Cite
@article{arxiv.cond-mat/0507657,
title = {Inter-arrival time distribution for the non-homogeneous Poisson process},
author = {Gleb Yakovlev and John B. Rundle and Robert Shcherbakov and Donald L. Turcotte},
journal= {arXiv preprint arXiv:cond-mat/0507657},
year = {2007}
}
Comments
6 pages, 3 figures