Diff for "PoissonProcess"

Differences between revisions 3 and 4

가장 중요한 CountingProcess 의 하나.

정의: The CountingProcess {N(t), t>=0} is said to be a PoissonProcess having rate $$ \lambda, \lambda > 0 $$, if

(i) N(0)= 0 (ii) The process has independent increments. (iii) The number of events in any internal of length t is Poisson distributed with mean t. That is, for all s, t>=0

$P(N(t+s) - N(s) = n)= e^{\lambda t} \frac {(\lambda t)^{n}} {n!} , n= 0, 1, ...$

$$ P{N(t+s) - N(s)=n} $$

SeeAlso NonHomogeneousPoissonProcess

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