t ≥ 0} is said to be a non-homogeneous Poisson process with time-dependent rate λ(t) ≥ 0, t ≥ 0, if the following conditions hold, 1. N(0) = 0, 2. {N(t), t ≥ 0} has independent increments, 3. Pr[N(t + h) − N(t) = 1] = λ(t) h + o(h), 4. Pr[N(t + h) − N(t) ≥ 2] = o(h), where o(h) is such that limh→ 0 o(h)/h = 0.