PoissonProcess

Disponibile

Poisson counting process with Poisson time slices

Forme

PoissonProcess[μ]

Esempi verificatiMean[PoissonProcess[μ][t]] → t*μ Variance[PoissonProcess[μ][t]] → t*μ CovarianceFunction[PoissonProcess[μ], s, t] → μ*Min[s, t]

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Argomenti

Markov Processes - Other Markov Processes
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Parametric Random Processes - Continuous Time and Discrete State

Correlate

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

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