- Главная
- Математика
- Project Poisson process
Содержание
Слайд 2
Siméon Denis Poisson
Siméon Denis Poisson
Слайд 3
Counting process
{C(t), t ≥ 0}
C(t) ≥ 0, C(t)=(0,1,2,....,n)
Counting process
{C(t), t ≥ 0}
C(t) ≥ 0, C(t)=(0,1,2,....,n)
for all t ≥ 0
C(t) is nondecreasing in t, C(t)−C(s) equals the number of events in the time interval (s, t], s < t
C(t) is nondecreasing in t, C(t)−C(s) equals the number of events in the time interval (s, t], s < t
Слайд 4
Poisson process
A Poisson process {N(t), t ≥ 0} is a counting
Poisson process
A Poisson process {N(t), t ≥ 0} is a counting
process with the following additional properties:
1. N(0) = 0.
2. The process has stationary and independent increments.
3.P(N(t) = n) = e−λt ((λt)n/n!) , n = 0, 1, 2, . . . .
1. N(0) = 0.
2. The process has stationary and independent increments.
3.P(N(t) = n) = e−λt ((λt)n/n!) , n = 0, 1, 2, . . . .
Слайд 5
Where do we use it?
Where do we use it?