Poisson Process
المؤلف:
Grimmett, G. and Stirzaker, D
المصدر:
Probability and Random Processes, 2nd ed. Oxford, England: Oxford University Press, 1992.
الجزء والصفحة:
...
18-10-2021
1980
Poisson Process
A Poisson process is a process satisfying the following properties:
1. The numbers of changes in nonoverlapping intervals are independent for all intervals.
2. The probability of exactly one change in a sufficiently small interval 
is 
, where 
is the probability of one change and 
is the number of trials.
3. The probability of two or more changes in a sufficiently small interval 
is essentially 0.
In the limit of the number of trials becoming large, the resulting distribution is called a Poisson distribution.
REFERENCES:
Grimmett, G. and Stirzaker, D. Probability and Random Processes, 2nd ed. Oxford, England: Oxford University Press, 1992.
Papoulis, A. Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, pp. 548-549, 1984.
Ross, S. M. Stochastic Processes, 2nd ed. New York: Wiley, p. 59, 1996.
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