Inter-arrival time distribution for the non-homogeneous Poisson process

Details Inter-arrival time distribution for the non-homogeneous Poisson process Inter-arrival time distribution for the non-homogeneous Poisson process

2005-07-27

arxiv.org/abs/cond-mat/0507657v1

Physics

Condensed Matter

Statistical Mechanics

6 pages, 3 figures

Scientific paper

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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