Poisson process

English

Etymology

From the related concept of Template:M (specifying a bounded subset of the domain of a Poisson process defines a random variable that has a Poisson distribution). See also Template:M.

Noun

1. Template:Lb A stochastic process in which events occur continually and independently of one another.
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   • 2012, Peter Guttorp, Thordis L. Thorarinsdottir, Chapter 4: Bayesian Inference for Non-Markovian Point Processes, Emilio Porcu, José–María Montero, Martin Schlather (editors), Advances and Challenges in Space-time Modelling of Natural Events, Springer, Lecture Notes in Statistics 207, page 88,

     The doubly stochastic Poisson process, introduced by Cox in [9] and so named by Bartlett in [6] is obtained by letting the rate $\lambda (t)$ of the Poisson process vary according to a stochastic process, say $\mathrm{\Lambda }(t)$.Template:...There are instances of doubly stochastic Poisson processes that are identical to cluster processes (for example, the shot noise process driven by a stationary Poisson process is identical to a Neyman-Scott Poisson cluster process, see p.171-172 in [12]).

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Synonyms

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Translations

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See also

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