Existence of the Inhomogeneous Poisson Process
theoremProbabilitythm:existence-inhomogeneous-poisson-2026bLet be an intensity function in the sense of \ref{def:inhomogeneous-poisson-process-2026b}, where is the set of \reftext{def:real-numbers-c54-2026c}{real numbers}. Then there exist a \reftext{def:probability-space-random-variable-2026a}{probability space} and an \reftext{def:inhomogeneous-poisson-process-2026b}{inhomogeneous Poisson process} with intensity on it. In particular, for every real there is a homogeneous Poisson process with rate .
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