6711 notes on the poisson process

1 IEOR 6711: Notes on the Poisson Process

1 IEOR 6711: Notes on the Poisson Process We present here the essentials of the Poisson point process with its many interesting properties. As preliminaries, we rst de ne what a point process is, de ne the renewal point process and state and prove the Elementary Renewal Theorem. 1.1 Point Processes De nition 1.1 A simple point process = ft

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