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 

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

SeeAlso NonHomogeneousPoissonProcess