Poisson Processes

GPTKB entity

Statements (50)
Predicate Object
gptkbp:instanceOf gptkb:stochastic_process
gptkbp:application modeling arrivals in queues
modeling insurance claims
modeling network packet arrivals
modeling phone call arrivals
modeling radioactive decay
modeling random events in time
gptkbp:characteristic exp(lambda t (e^{iu}-1))
gptkbp:distributionOfIncrements gptkb:Poisson_distribution
gptkbp:firstDescribed 1907
gptkbp:generalizes gptkb:Bernoulli_process
gptkbp:hasGenerator difference operator
gptkbp:hasInfinitesimalGenerator lambda (f(n+1)-f(n))
gptkbp:hasInterarrivalTimeDistribution gptkb:exponential_distribution
gptkbp:hasKolmogorovBackwardEquation dP/dt = lambda(P(n+1)-P(n))
gptkbp:hasKolmogorovForwardEquation dP/dt = lambda(P(n-1)-P(n))
gptkbp:hasLaplaceTransform exp(lambda t (s-1))
gptkbp:hasLimitingDistribution gptkb:Poisson_distribution
gptkbp:hasMathematicalExpectation lambda * t
gptkbp:hasProperty gptkb:Markov_property
independent increments
stationary increments
gptkbp:hasSamplePaths piecewise constant
right-continuous
gptkbp:hasSpecialCase gptkb:stochastic_process
gptkbp:hasStateSpace non-negative integers
gptkbp:hasTransitionProbability Poisson probability formula
gptkbp:hasType gptkb:compound_Poisson_process
homogeneous Poisson process
non-homogeneous Poisson process
gptkbp:hasVariance lambda * t
https://www.w3.org/2000/01/rdf-schema#label Poisson Processes
gptkbp:isContinuousTime true
gptkbp:isDiscreteState true
gptkbp:isMemoryless true
gptkbp:namedAfter gptkb:Siméon_Denis_Poisson
gptkbp:parameter rate (lambda)
gptkbp:relatedTo gptkb:exponential_distribution
Markov chain
birth process
jump process
renewal process
gptkbp:usedIn gptkb:probability_theory
finance
physics
queueing theory
statistics
telecommunications
gptkbp:bfsParent gptkb:John_Kingman
gptkbp:bfsLayer 4