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  • Thanks - my thoughts were just that, but I felt strange since the cdf generates N(t) but not t. And, I didn't know the correct way to sample from N(t) to get a Poisson process. What happens if I don't sample uniformly from the CDF (will it still be a Poisson process)? Commented Jul 20, 2009 at 19:59
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    Inverting the CDF of a Poisson is not easy or efficient. For a more efficient approach, see Corwin's link or see my answer about how to use C++ TR1. Commented Jul 21, 2009 at 0:40