TITLE: Method for Constructing Poisson Processes
QUESTION [5 upvotes]: I'm writing a bachelor thesis about Poisson Processes, and I need a method for the construction of these processes. 
I know that I can construct them defining inter-arrival times with the exponential distribution, but this method don't work with inhomogeneous processes.
Someone can help me?

REPLY [4 votes]: In the case you're interested in the straightforward algorithm this can be useful for you. There is given a step by step algorithm together with an explanation.