Inhomog poisson

poisson.jl

function sample_poisson(T, λ, λmax)
	    
	    t = 0.0
	    tt = zeros(0)
	    while t <= T
	        t = t - log(rand())/λmax
	        if rand() ≤ λ(t)/λmax
	            push!(tt, t)
	        end
	    end
	    tt
	end