Poisson process

E559807

The Poisson process is a fundamental stochastic process in probability theory that models random events occurring independently over time or space at a constant average rate.

All labels observed (3)

Label Occurrences
Poisson process canonical 6
Poisson distribution 4
Poisson processes 3

How this entity was disambiguated

Statements (50)

Predicate Object
instanceOf counting process
point process
stochastic process
alsoKnownAs homogeneous Poisson process
assumes constant average rate
independent increments
no simultaneous events with probability 1
stationary increments
field probability theory
stochastic processes
generalizedBy compound Poisson process
non‑homogeneous Poisson process
hasCountingProcessNotation N(t)
hasDistributionOfIncrements Poisson distribution
linked to: Poisson process
hasIndependentIncrements true
hasIndexSet non‑negative real numbers
hasInterarrivalDistribution exponential distribution
hasInterarrivalTimesIID true
hasInterarrivalTimesMean 1/λ
hasInterarrivalTimesNotation T1, T2, …
hasInterarrivalTimesVariance 1/λ²
hasMeanIncrementOnInterval λt for interval length t
hasOrderlinessProperty probability of more than one event in small interval is o(Δt)
hasParameter rate λ > 0
hasProbabilityGeneratingFunctionOfN(t) exp(λt(z − 1))
hasProperty Markov property
linked to: Markov processes

cadlag sample paths
memoryless interarrival times
right‑continuous with left limits
starts at 0 almost surely
time‑homogeneous
hasStateSpace non‑negative integers
hasStationaryIncrements true
hasSuperpositionProperty sum of independent Poisson processes is Poisson
hasThinningProperty independent thinning yields Poisson subprocesses
hasVarianceOfIncrementOnInterval λt for interval length t
isSpecialCaseOf Lévy process
Markov jump process
linked to: Markov processes

renewal process
models random events in space
random events in time
satisfies N(0) = 0 almost surely
N(t) − N(s) ~ Poisson(λ(t − s)) for t > s
usedIn insurance risk modeling
physics of radioactive decay
queueing theory
reliability engineering
spatial statistics
telecommunications modeling
traffic flow modeling

How these facts were elicited

Referenced by (13)

Full triples — surface form annotated when it differs from this entity's canonical label.

Siméon Denis Poisson notableWork Poisson process
Siméon Denis Poisson notableConcept Poisson process
cuRAND provides Poisson distribution
linked to: Poisson process
Sir John Kingman notableWork Poisson processes
linked to: Poisson process
Siméon Denis Poisson hasNameInMathematics Poisson distribution
subject linked to: Poisson
linked to: Poisson process
Siméon Denis Poisson hasNameInMathematics Poisson process
subject linked to: Poisson
Poisson process hasDistributionOfIncrements Poisson distribution
linked to: Poisson process
Siméon Denis Poisson notableWork Poisson distribution
subject linked to: Siméon
linked to: Poisson process
Siméon Denis Poisson notableWork Poisson process
subject linked to: Siméon
John Kingman notableFor Poisson processes
subject linked to: Kingman
linked to: Poisson process
John Kingman notableFor Poisson processes
subject linked to: John
linked to: Poisson process
Lévy processes includesAsSpecialCase Poisson process
Calcul des probabilités hasKeyConcept Poisson process