1. Properties:
- N(0) = 0
- N(t) has independent increments
Notes:
- This is like a Poisson process, without the stationary assumption
A process with the above properties is a NHPP with intensity (or rate) function
2. Definition:
The mean value function (for a NHPP) is
3. Key Properties:
- For a NHPP, N(s+t) – N(s) is a Poisson random variable with mean