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

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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.
6 pages, 3 figures

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Statistical Mechanics, Astrophysics, Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/26701

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0507657
 http://arxiv.org/abs/cond-mat/0507657

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arXiv