Inter-arrival time distribution for the non-homogeneous Poisson process
Gleb Yakovlev, John B. Rundle, Robert Shcherbakov, Donald L. Turcotte
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.
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