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PoissonProcess

oxiphysics_core::random_processes

Struct PoissonProcess 

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pub struct PoissonProcess;
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Homogeneous and inhomogeneous Poisson process generators.

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impl PoissonProcess

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pub fn homogeneous(lambda: f64, t: f64, seed: u64) -> Vec<f64>

Simulate a homogeneous Poisson process with rate lambda on [0, T].

Returns the arrival times as a sorted vector.

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pub fn inhomogeneous<F>( lambda: F, lambda_max: f64, t: f64, seed: u64, ) -> Vec<f64>
where F: Fn(f64) -> f64,

Simulate an inhomogeneous Poisson process with intensity function lambda(t).

Uses thinning (Lewis-Shedler algorithm): first generate a homogeneous PP with rate lambda_max, then accept each event with probability lambda(t)/lambda_max.

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pub fn compound<F>( lambda: f64, t: f64, jump_dist: F, seed: u64, ) -> (Vec<f64>, Vec<f64>)
where F: Fn(f64) -> f64,

Simulate a compound Poisson process: N(T) events each with random jump size.

Returns (arrival_times, cumulative_sum_of_jumps).

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pub fn expected_count(lambda: f64, t: f64) -> f64

Return the expected number of events E[N(t)] = lambda * t.

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pub fn inter_arrival_cdf(lambda: f64, t: f64) -> f64

Inter-arrival distribution CDF: P(T <= t) = 1 - exp(-lambda * t).

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pub fn empirical_rate(times: &[f64], t: f64) -> f64

Compute the empirical rate from observed arrival times.

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