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.
>>> import numpy as np import ...