Rust implementation of Point processes

Point processes are used in seismology, social network analysis, and prediction of financial events.

This repository implements an algorithm to simulate point processes inside the Rust programming language.

To run the examples, do for instance

cargo run --example variable_poisson

For now, only one-dimensional point processes have been implemented.

Poisson point process

A Poisson process on the real line is a stochastic process that can be used to model the arrival of random events.

Hawkes point process