How can i simulate a generic poisson process?

As the title says i am currently trying (and succeded, I think) to simulate a Poisson process. I do need help in order to plot the step function.

I saved the times of the process in a vector called Tn, which contains these randomly generated values:

Tn = [0 1.3985 3.7568 4.5718 7.2968 8.0168 8.9812 9.8139]

As i said in the first line, how do i plot the step function? (The values of Tn are inserted in the X-axis of course).

Thanks in advance!

Answer 1

[John D'Errico]

Not sure how you built the vector. Is it a Poisson process? Could be. :) As I recall, if you have exponential inter-rarrival times, the result will be Poisson. Its been a long time though since I cared about those things. But that suggests you can use a tool like exprnd to generate the interarrivals, then form a cumulative sum, using cumsum. And, of course, exprnd is a trivial thing to replace, even if you were not allowed to use that specific tool.

Anyway, I assume you are asking to generate steps like this:

Tn = [0    1.3985    3.7568    4.5718    7.2968    8.0168    8.9812    9.8139];
stairs(Tn,0:numel(Tn)-1)

[simone]

This is exactly what i was looking for, thanks! As you already guessed, I generated inter-arrival times (from an exponential distribution) and used the cumsum function to create the Tn vector.

[John D'Errico]

If this solved your problem, please accept the answer.