Why does RandomFunction return variable number of data points?

Question

I am using the following code snippet to generate Compound Poisson process random numbers:

P = CompoundPoissonProcess[1, NormalDistribution[0, 1]];
dataP = RandomFunction[P, {1, 10}]

I am using Mathematica 10 and on different runs of the code I get variously 10 points or 9 points or 13 points...

Is this normal?

How can I force Mathematica to get $n$ data points...

You get as many points as necessary to cover time values from 1 to 10. In the case of Poisson processes, number of events per unit of time varies. — kirma, Oct 7, 2014 at 17:35

kirma · Accepted Answer · 2014-10-07 17:41:24Z

3

Use an explicit time step in RandomFunction to get 10 points in resulting TemporalData:

P = CompoundPoissonProcess[1, NormalDistribution[0, 1]];
dataP = RandomFunction[P, {1, 10, 1}]

answered Oct 7, 2014 at 17:41

kirma

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