MATLAB Source Code for Simulating Homogeneous and Non-Homogeneous Poisson Processes in Random Processes

This article presents MATLAB source code for simulating both homogeneous (stationary) and non-homogeneous Poisson processes in applied stochastic processes. The implementation includes algorithms for generating arrival times using exponential distribution properties for homogeneous processes and time transformation techniques for non-homogeneous cases. The code demonstrates how to calculate inter-arrival times, generate sample paths, and estimate process parameters. We provide background knowledge about these processes' characteristics and applications, helping users understand their mathematical properties and practical implementations. Through this article, you will gain comprehensive knowledge of Poisson process simulation techniques and learn how to analyze and visualize these processes using MATLAB's statistical and plotting functions. The implementation includes key MATLAB functions such as exprnd for exponential random variable generation and cumulative sum operations for arrival time sequence construction.