Simulating a Poisson process
A Poisson process is a particular type of point process, a stochastic model that represents random occurrences of instantaneous events. Roughly speaking, the Poisson process is the least structured, or the most random, point process.
The Poisson process is a particular continuous-time Markov process.
Point processes, and notably Poisson processes, can model random instantaneous events such as the arrival of clients in a queue or on a server, telephone calls, radioactive disintegrations, action potentials of nerve cells, and many other phenomena.
In this recipe, we will show different methods to simulate a homogeneous stationary Poisson process.
How to do it...
- Let's import NumPy and matplotlib:
In [1]: import numpy as np ...
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