PoissonProcess

可用

Poisson counting process with Poisson time slices

形式

PoissonProcess[μ]

验证过的示例Mean[PoissonProcess[μ][t]] → t*μ Variance[PoissonProcess[μ][t]] → t*μ CovarianceFunction[PoissonProcess[μ], s, t] → μ*Min[s, t]

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主题

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

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