Search results with tag "Notes on the poisson process"

1 IEOR 6711: Notes on the Poisson Process

De nition 1.2 A Poisson process at rate 0 < < 1is a renewal point process in which the interarrival time distribution is exponential with rate : interarrival times fX n: ... bution and thus is a gamma(n; ) distribution (also called an Erlang(n; ) distribution); its density is given by f …

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