Title : Simulation of Nonstationary Poisson Processes

Author: T. Hoßfeld

Short Description:

Nonstationary Poisson processes are often used to model time-dependent arrival rates λ(t) of customers for real-world systems. The inverse transform method is an efficient method to simulate customer arrival times. While this is very easy for Poisson processes with constant rate λ(t) = λ, we point to some problems for nonstationary Poisson processes.


    • Nonstationary Poisson Process

    • Generate arrivals

    • Inverse transform

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