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PoissonProcess

oxiphysics_core::stochastic_processes

Struct PoissonProcess 

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pub struct PoissonProcess {
    pub rate: f64,
    /* private fields */
}
Expand description

Homogeneous and inhomogeneous Poisson processes.

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§rate: f64

Constant rate for homogeneous process.

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impl PoissonProcess

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pub fn new(rate: f64, seed: u64) -> Self

Creates a homogeneous Poisson process with constant rate.

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pub fn arrivals(&self, t_end: f64) -> Vec<f64>

Generate arrival times for a homogeneous Poisson process on [0, t_end].

Inter-arrival times are Exp(rate) distributed.

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pub fn count(&self, t_end: f64) -> usize

Count events in [0, t_end]. E[N(t)] = rate * t.

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pub fn inhomogeneous_arrivals<F>( &self, t_end: f64, lambda_max: f64, lambda_fn: F, ) -> Vec<f64>
where F: Fn(f64) -> f64,

Generate arrival times for an inhomogeneous Poisson process with intensity lambda(t) using Lewis-Shedler thinning. lambda_max must bound lambda(t) from above.

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pub fn inter_arrival_times(&self, n: usize) -> Vec<f64>

Inter-arrival times for a homogeneous Poisson process (exactly n arrivals).

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