- #1

NotEuler

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Imagine you have a process where you have a fixed time T during which events happen. Now if the events all happened at a fixed rate λ, then the number of events that have taken place by time T would be Poisson distributed.

But what if the rate parameter decreases after each event? That is, we start with λ1, but after the first event, the rate parameter decreases to λ2<λ1. And after the second event, it decreases to λ3<λ2, and so on.

What, if anything can we now say about the average number of events that take place in the fixed time interval T? Or about the variance, or other features of the distribution of this number of events?

If I understand correctly, a non-homogeneous Poisson distribution would describe the process if the rate parameter decreased as a function of time. But in my example, it decreases as a function of the number of events. And the time intervals between the events are random.