Homogeneous Poisson process
Definition taught in Poisson processes, part of Stochastic processes
Homogeneous Poisson process
| Type | Definition |
| Taught in | Poisson processes |
| Part | Stochastic processes |
A homogeneous Poisson process N(t) of rate \lambda>0 has N(0)=0, independent and stationary increments, and
N(t+h)-N(t)\sim\mathrm{Poisson}(\lambda h), \qquad t,h\ge 0.
Used in
- Taught in Poisson processes, where the derivation and examples are.
- All 3 questions on Poisson processes