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I'm writing a bachelor thesis about Poisson Processes, and I need a method for the construction of these processes.

I know that I can construct them defining inter-arrival times with the exponential distribution, but this method don't work with inhomogeneous processes. Someone can help me?

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    By "construct" a process you mean numerically generate some realization (i.e. simulate it) ?2011-09-09

2 Answers 2