Module 2:Poisson Process and Kolmorogov equations
  Lecture 7:Poisson Process Continued
 


Few important and interesting properties of Poisson process

Property 2.1

  • Suppose  is a Poisson process with rate . Furthermore assume that the probability
    of an event being recorded is  and  is the number of recorded events in . Then
     is a Poisson process, i.e., , with rate .

Proof of property 2.1

                    

                    

                    

                    

                    

Property 2.2

  • Suppose  is a Poisson process with rate . Furthermore consider events are of
    two types which are say
    Type I (male) and Type II (female), with corresponding probabilities of  and .
    Thus we have  
    and here  is of Type I while  is of Type II.
    Then both  and  will be Poisson process with rates
     and  respectively and they would be independent.

Proof of property 2.2