Inter-arrival time distribution for the non-homogeneous Poisson process
统计力学
2007-05-23 v1 天体物理学
概率论
摘要
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.
引用
@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}
}
备注
6 pages, 3 figures