Homogeneous Poisson process
A rate-λ Poisson counting process starts at zero, has independent increments and N(t+s)−N(s) distributed Poisson(λt).
Key knowledge
A rate-λ Poisson counting process starts at zero, has independent increments and N(t+s)−N(s) distributed Poisson(λt). Successive interarrival times are independent exponentials of rate λ; EN(t)=Var N(t)=λt.
Conditions and scope
- λ>0 and t,s≥0; counts are nondecreasing integer-valued paths.
- A constant average arrival rate alone does not establish this model.
Sources · 1
References
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Evidence and review
Chapter 6 section 6.2 Poisson-process increment law, interarrival and count moments.
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Entry details
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