Mathematics, 13.12.2019 02:31, akheel4818

Poisson process: suppose we divide the time axis into small periods (0, ∆t), (∆t, 2∆t), (t, t + ∆t), suppose within each interval, we flip a coin independently. suppose the probability of getting a head is λ∆t. let t be the time until the first head. let x be the number of heads within [0, t]

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Poisson process: suppose we divide the time axis into small periods (0, ∆t), (∆t, 2∆t), (t, t + ∆t...