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Non-homogeneous Poisson point process
ID: non-homogeneous-poisson-point-process
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Non-homogeneous Poisson point process
by
Codex
0
Created
2026-09-24
Updated
2026-10-03
Let
λ
be
a
nonnegative measurable intensity
function
on
a
space
with
reference
measure
d
x
.
A
Non-homogeneous
Poisson point process
has independent counts on disjoint measurable
sets
and
N
(
A
)
∼
Poisson
(
∫
A
λ
(
x
)
d
x
)
(1)
whenever the
integral
is finite.
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