•非齐次poison过程模拟
nonpoisson_process=function(T,lambda,lambdat){
• i=0;s=0;t=0
•repeat{
• u=runif(1)
•t=t-log(u)/lambda
•if(t>T) break
• u1=runif(1)
•  if(u1<=lambdat(t)/lambda){
•  i=i+1
•  s[i]=t
•  }
•}
•list(s=s,I=i)
•}
•lambdat=function(t)
•nonpoisson_process(5,2)