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Poisson Processes 2.1 Introduction 2.1.1 Arrival Processes
| Content Provider | Semantic Scholar |
|---|---|
| Copyright Year | 2011 |
| Abstract | A Poisson process is a simple and widely used stochastic process for modeling the times at which arrivals enter a system. It is in many ways the continuous-time version of the Bernoulli process that was described in Section 1.3.5. For the Bernoulli process, the arrivals can occur only at positive integer multiples of some given increment size (often taken to be 1). Section 1.3.5 characterized the process by a sequence of IID binary random variables (rv’s), Y1, Y2, . . . , where Yi = 1 indicates an arrival at increment i and Yi = 0 otherwise. We observed (without any careful proof) that the process could also be characterized by the sequence of interarrival times. These interarrival times are geometrically distributed IID rv’s . |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-262-discrete-stochastic-processes-spring-2011/course-notes/MIT6_262S11_chap02.pdf |
| Alternate Webpage(s) | https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-262-discrete-stochastic-processes-spring-2011/course-notes/MIT6_262S11_chap02.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
