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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
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