A simple way of generating poisson random numbers is given by Knuth, in his book "The Art of Computer Programming" in the chapter on Seminumerical Algorithms. I can't quote it directly here, due to...
A poisson process is a non-deterministic process where events occur continuously and independently of each other. An example of a poisson process is the radioactive decay of radionuclides. A poisson...
Let X(t) be an iid random process and hence X(t) has an identical distribution for any t i.e., distributions are identical at instants of time t1, t2...tn, so 1st order pdfs f(x1;t1),...