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 ⓘ