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In probability theory, a Poisson process is a stochastic process that counts the number of events in a given time interval. The time between each pair of consecutive events has an exponential distribution with parameter λ and each of these inter-arrival times is assumed to be independent of other inter-arrival times. The process is named after the Poisson distribution introduced by French mathematician Siméon Denis Poisson.

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  • In probability theory, a Poisson process is a stochastic process that counts the number of events in a given time interval. The time between each pair of consecutive events has an exponential distribution with parameter λ and each of these inter-arrival times is assumed to be independent of other inter-arrival times. The process is named after the Poisson distribution introduced by French mathematician Siméon Denis Poisson.
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