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.
Questions tagged [poisson-process]
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Poisson Process
Suppose $\{N(t), t\geq 0\}$ is a Poisson proces with rate $\lambda$. For $s
AsMek
- 185
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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