generate space-time poisson process data

Hello All

I intend to generate some data that follows space-time Poisson process. any help or hint is appreciated!

[José-Luis]

Duplicate.

This question is maybe more suited to a stats forum.

Answer 1

[Star Strider]

The Time-Space Poisson Process doesn’t seem to me to be all that difficult to program.

In more detail, see: ‘Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and Multidimensions’.