Poisson process  From Wikipedia, the free encyclopedia Jump to:
navigation, search For Poisson processes in higher dimensions,
see Spatial Poisson process and Poisson point process.  In
probability theory, a Poisson process is a stochastic process
that counts the number of events[note 1] and the time points at
which these events occur in a given time interval. The time
between each pair of consecutive events has an exponential
distribution with parameter λ and each of these inter-arrival
times is assumed to be independent of other inter-arrival times.
The process is named after the French mathematician Siméon Denis
Poisson and is a good model of radioactive decay,[1] telephone
calls[2] and requests for a particular document on a web
server,[3] among many other phenomena.  The Poisson process is a
continuous-time process; the sum of a Bernoulli process can be
thought of as its discrete-time counterpart. A Poisson process
is a pure-birth process, the simplest example of a birth-death
process. It is also a point