PoissonProcess

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Poisson counting process with Poisson time slices

Formen

PoissonProcess[μ]

Verifizierte BeispieleMean[PoissonProcess[μ][t]] → t*μ Variance[PoissonProcess[μ][t]] → t*μ CovarianceFunction[PoissonProcess[μ], s, t] → μ*Min[s, t]

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Themen

Markov Processes - Other Markov Processes
New In100 Higher Mathematical Computation - Parametric Processes »
New In100 Symbolic And Numeric Computation - Parametric Processes »
New In90 Alphabetical Listing - P
New In90 Mathematics And Algorithms - Parametric Processes »
Parametric Random Processes - Continuous Time and Discrete State

Verwandt

CompoundPoissonProcess InhomogeneousPoissonProcess RenewalProcess CompoundRenewalProcess TelegraphProcess BinomialProcess PoissonDistribution ExponentialDistribution CompoundPoissonDistribution WienerProcess GeometricBrownianMotionProcess WhiteNoiseProcess

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