BUILT-IN WOLFRAM LANGUAGE SYMBOL
PoissonProcess
PoissonProcess[μ]
represents a Poisson process with rate μ.
Details
- PoissonProcess is a continuous-time and discrete-state random process.
- PoissonProcess at time t is the number of events in the interval
to t. - The number of events in the interval
to t follows PoissonDistribution[μ t]. - The times between events are independent and follow ExponentialDistribution[μ].
- PoissonProcess allows μ to be any positive real number.
- PoissonProcess can be used with such functions as Mean, PDF, Probability, and RandomFunction.
Introduced in 2012
(9.0)