Poisson point process

A Poisson process is a stochastic process. It counts the number of occurrences of an event leading up to a specified time. This is a counting process where the increments of time are independent of one another (the times do not overlap).

Definition
The counting process known as the Poisson process is defined as:
 N(0) = 0.
 N(t) has independent increments.
 The number of arrivals in any window of time follows a Poisson distribution. 

Where N(t) is the total number of events that occur by time t.

Category:Statistics