4.3 Article

Estimation of the expected value of the arrival epochs given a bounded period of observation for the homogeneous and non-homogeneous Poisson processes

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TAYLOR & FRANCIS LTD
DOI: 10.1080/00949655.2020.1800707

关键词

Homogeneous Poisson process; non-homogeneous Poisson process; conditional arrival epochs; expected value; bounded period

资金

  1. CONACYT through PNPC scholarship

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In this paper, we derive analytical expressions of the expected value of the arrival epochs given a bounded period of observation for the homogeneous Poisson process (HPP) and for the general case of a non-homogeneous Poisson process (NHPP). These expressions are exact, but their applicability require some computational adaptations. We illustrate the results obtained through the proposed expression by comparing them with Monte Carlo sampling. The results show that these expressions outperform Monte Carlo in precision and computational effort.

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