Inter-arrival time distribution for the non-homogeneous Poisson process
arXiv:cond-mat/0507657
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.
6 pages, 3 figures