Module 2:Poisson Process and Kolmorogov equations
  Lecture 5:Posson Process

 

Note
Before we start this chapter few nomenclature conventions should be made clear for the reader in order to avoid any confusion later on

  • :Denotes the number of events which occurs in the time interval
  • : Denotes the time interval difference between the occurrence of the  and the  event
  • : Sum of all the times till the occurrence of all the  events, i.e.,