Questions tagged [poisson-process]

Questions relating to the Poisson point process, a description of points uniformly and independently distributed at random over some space such as the real line. The number of points within some finite region of that space follows a Poisson distribution.

1414 questions
0
votes
1 answer

Poisson Process

Suppose $\{N(t), t\geq 0\}$ is a Poisson proces with rate $\lambda$. For $s
AsMek
  • 185
-1
votes
1 answer

Distribution of $X_{N(t)+1}$ in poisson process

Assume $\{N(t)\}_{t\geq 0}$ is a poisson process with parameter $\lambda$, $X_n$ is the $n^{th}$ interarrival time, $n \in \{1, 2, 3, ...\}$, which means $X_n$ is exponential distribution with parameter $\lambda$. Then how to compute the…
Icy
  • 147
1 2 3
4