討論串[問題] Definition the poisson process
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※ 引述《xu3jp68.bbs@ptt.cc (信箱爆炸..XD)》之銘言:. > ※ 引述《yhliu.bbs@bbs.wretch.cc (老怪物)》之銘言:. > : N(0)=0 with probability 1. > : P[N(h)=1] = P[N(h)-N(0)=1] = (λ
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※ 引述《xu3jp68.bbs@ptt.cc (信箱爆炸..XD)》之銘言:. > The number of in any interval of length t is poisson distribution with. > mean λt That is for all s,t≧0. >
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The number of in any interval of length t is poisson distribution with. mean λt That is for all s,t≧0. (λt)^n. P{N(t+s)-N(s)=n}=(e^-λt) ----------. n!
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