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

Gleb Yakovlev·John B. Rundle·Robert Shcherbakov·Donald L. Turcotte
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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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Gleb Yakovlev, John B. Rundle, Robert Shcherbakov, Donald L. Turcotte. 2005-07-27. Inter-arrival time distribution for the non-homogeneous Poisson process. https://arxiv.org/abs/cond-mat/0507657

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