This is an old revision of the document!
Poissonian Processes
A Poissonian Process is one governed by Poisson Statistics.
Mathematical Formulation
$$\mathcal{Pois}(\mathbf{X}=x; \lambda) = \frac{\lambda^{x}e^{-\lambda}}{x!}$$
With the $n$-th sampling from this distribution being noted: $x_n \thicksim \mathcal{Pois}(\lambda)$
Here, $\lambda$ is the average number of occurrences in some period, i.e., the average rate. And $x$ is the number of times an occurrence occurred in a period of equal length.
$x_n \thicksim \mathcal{Pois}(\lambda)$ might then be:
Examples
- Given an average number of customers per day($\lambda$), what is the probability that $x_n$ visit tomorrow?
- Given an average number of cars passing under an overpass per hour ($\lambda$), what is the probability that $x_n$ cars pass under an overpass from 10:43-10:44?
- Given an average number of raindrops collected in a small container per minute ($\lambda$), what is the probability that $x_n$ are collected in the next minute?
- Number of photons incident on a detector per second