再谈非齐次泊松过程转换为齐次泊松过程的问题

On the Conversion of Non-homogeneous Poisson Process to Poisson Process

现有文献对非齐次泊松过程转换为齐次泊松过程的一般方法要么证明过程不够严密或令人费解,要么有明显的错误.再次讨论了非齐次泊松过程转换成齐次泊松过程的一般方法,给出了严密的定理论述,并提供了通俗易懂的证明方法.

Currently,the general methods of conversion from non-homogeneous Poisson process to homogeneous Poisson process are puzzling,non-rigorous in proofs,or with obvious errors.This paper discusses the general methods,with proofs more rigorous and easy understanding.