I want to implement a custom random process thing1 to pass to
The process I have in mind is conceptually extremely simple: two alternating Poisson processes, with rates λ1 and λ2 2. I'm hoping that there's a comparably simple way to combine two
PoissonProcess things to yield the thing I'm after.
Does anyone know how to do this?
1The documentation for
RandomFunction mumbles something to the effect that this function takes a "proc" as its first argument, but, as usual, leaves it to the user to guess what this could be.
2Just to be clear, these two processes are "in series", not "in parallel". IOW, only one of the two processes is active at any given time, and it remains active until its next event, at which point the other process becomes active.