Poisson process simulation

Author

Eduardo R. B. Marques, 2017

Description

Basic support for Poisson process simulation.

The PoissonProcess class simulates a Poisson process in terms of

• number of events (events)
• inter-arrival times (timeForNextEvent)

Usage

import poisson.PoissonProcess;
...
Random rng = ... ; // base RNG to use
double lambda = ... ; // rate parameter
PoisonProcess pp = new PoissonProcess(lambda, rng);
...
// Get number of events
int events = pp.events(); // unit interval
int delta = ... ;
int eventsDelta = pp.events(delta); // delta-time interval

// Get time for next event (inter-arrival time)
double t = pp.timeForNextEvent();