BUILT-IN WOLFRAM LANGUAGE SYMBOL

PoissonProcess

PoissonProcess[μ]
represents a Poisson process with rate μ.

Details Details

PoissonProcess is a continuous-time and discrete-state random process.
PoissonProcess at time t is the number of events in the interval 0 to t.
The number of events in the interval 0 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.

Examples Examples open all close all

Basic Examples (3)Basic Examples (3)

Simulate a Poisson process:

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Mean and variance functions:

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Covariance function:

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Scope (12)Scope (12)

Applications (14)Applications (14)

Properties & Relations (9)Properties & Relations (9)

Neat Examples (1)Neat Examples (1)

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See Also See Also

CompoundPoissonProcess InhomogeneousPoissonProcess RenewalProcess CompoundRenewalProcess TelegraphProcess BinomialProcess PoissonDistribution ExponentialDistribution CompoundPoissonDistribution

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Introduced in 2012

(9.0)

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