What is Poisson process: Definition and 54 Discussions

In probability, statistics and related fields, a Poisson point process is a type of random mathematical object that consists of points randomly located on a mathematical space. The Poisson point process is often called simply the Poisson process, but it is also called a Poisson random measure, Poisson random point field or Poisson point field. This point process has convenient mathematical properties, which has led to it being frequently defined in Euclidean space and used as a mathematical model for seemingly random processes in numerous disciplines such as astronomy, biology, ecology, geology, seismology, physics, economics, image processing, and telecommunications.The process is named after French mathematician Siméon Denis Poisson despite Poisson never having studied the process. Its name derives from the fact that if a collection of random points in some space forms a Poisson process, then the number of points in a region of finite size is a random variable with a Poisson distribution. The process was discovered independently and repeatedly in several settings, including experiments on radioactive decay, telephone call arrivals and insurance mathematics.The Poisson point process is often defined on the real line, where it can be considered as a stochastic process. In this setting, it is used, for example, in queueing theory to model random events, such as the arrival of customers at a store, phone calls at an exchange or occurrence of earthquakes, distributed in time. In the plane, the point process, also known as a spatial Poisson process, can represent the locations of scattered objects such as transmitters in a wireless network, particles colliding into a detector, or trees in a forest. In this setting, the process is often used in mathematical models and in the related fields of spatial point processes, stochastic geometry, spatial statistics and continuum percolation theory. The Poisson point process can be defined on more abstract spaces. Beyond applications, the Poisson point process is an object of mathematical study in its own right. In all settings, the Poisson point process has the property that each point is stochastically independent to all the other points in the process, which is why it is sometimes called a purely or completely random process. Despite its wide use as a stochastic model of phenomena representable as points, the inherent nature of the process implies that it does not adequately describe phenomena where there is sufficiently strong interaction between the points. This has inspired the proposal of other point processes, some of which are constructed with the Poisson point process, that seek to capture such interaction.The point process depends on a single mathematical object, which, depending on the context, may be a constant, a locally integrable function or, in more general settings, a Radon measure. In the first case, the constant, known as the rate or intensity, is the average density of the points in the Poisson process located in some region of space. The resulting point process is called a homogeneous or stationary Poisson point process. In the second case, the point process is called an inhomogeneous or nonhomogeneous Poisson point process, and the average density of points depend on the location of the underlying space of the Poisson point process. The word point is often omitted, but there are other Poisson processes of objects, which, instead of points, consist of more complicated mathematical objects such as lines and polygons, and such processes can be based on the Poisson point process. Both, the homogeneous Poisson point process and the nonhomogeneous Poisson point process are particular cases of the generalized renewal process.

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1. A Relationship between Poisson distribution and Poisson Process

Apologies if this has been discussed elsewhere. I know a Poisson process implies a Poisson distribution, but does a Poisson distribution imply a Poisson process? and does the absence of a Poisson distribution imply the absence of a Poisson process? TIA - Sunil
2. I Difference between Time, Arrival-Time & Inter-Arrival-Time in Poisson Process

. The above are some of the typical problems related to Poisson Process. I need to understand the difference between time, inter-arrival time, and arrival time in this regard. Say, we start our counting from 9:00 AM and count up to 10:00 AM. Image-1: arrival process. 1. 1st call comes at...
3. Pedestrian at a road crossing

Homework Statement Pedestrians approach to a signal for road crossing in a Poisson manner with arrival rate ##\lambda## per sec. The first pedestrian arriving the signal pushes the button to start time ##T##, and thus we assume his arrival time is ##t=0##, and he always see ##T## wait time. A...
4. Probability and pedestrian wait time density function

Homework Statement Pedestrians approach to a signal at the crossing in a Poisson manner with arrival rate ##\lambda## arrivals per minute. The first pedestrian arriving the signal starts a timer ##T## then waits for time ##T##. A light is flashed after time T, and all waiting pedestrians who...
5. A What exactly is a "rare event"? (Poisson point process)

These days I've been reading in the internet about the Poisson Distribution because that was a concept I couldn't manage to understand completely when I studied it, so since then I've been always quite curious about Poisson processes, and how there are a lot of natural phenomena (mostly the...
6. I Conditional Expectation Value of Poisson Arrival in Fixed T

Assume a Poisson process with rate ##\lambda##. Let ##T_{1}##,##T_{2}##,##T_{3}##,... be the time until the ##1^{st}, 2^{nd}, 3^{rd}##,...(so on) arrivals following exponential distribution. If I consider the fixed time interval ##[0-T]##, what is the expectation value of the arrival time...

41. What is the Error in My Approach to the Poisson Process Problem?

I'm a bit frustrated with this one... Let (X_t)_{t\geq 0} be a Poisson Process with rate \lambda Each time an 'arrival' happens, a counter detects the arrival with probability p and misses it with probability 1-p. What is the distribution of time, T until the first particle is detected? I...
42. What is the Probability of 2 Events Occurring in a Poisson Process?

Homework Statement Events X, Y, Z are all Poisson processes. Event X has a rate of 1 per unit time , event Y has a rate of 2 per unit time and event Z has a rate of 3 per unit time. Find the probability that 2 events (of any type) occur during the interval (0, 3). Homework Equations...
43. Probability of 1st Arrival From Poisson Process of Rate $\lambda$

I did this question, but I'm unsure of my reasons behind it. I was hoping someone here could go through the problem for me. I got the answer 1/\lambda - 1/(\lambda + \mu). I did so by integrating, \int_0^\infty P(\text{one event from } \lambda \text{ in }(0, t]) \times P(\text{zero event...
44. Quadratic Variation of a Poisson Process?

Hey guys, This is my first post on PhysicsForums; my friend said that this was the best place to ask questions about math. Anyways, I have to find the Quadratic Variation of a Poisson Process. My professor doesn't have a class textbook (just some notes that he's found online), and...
45. Poisson process: compute E[N(3) |N(2),N(1)]

note: N(t) is the number of points in [0,t] and N(t1,t2] is the number of points in (t1,t2]. Let {N(t): t≥0} be a Poisson process of rate 1. Evaluate E[N(3) |N(2),N(1)]. If the question were E[N(3) |N(2)], then I have some idea... E[N(3) |N(2)] =E[N(2)+N(2,3] |N(2)] =E[N(2)|N(2)] +...
46. Stochastic Processes - Poisson Process question

I had this problem on my last midterm and received no credit for these parts. 1. Express trains arrive at Hiawatha station according to a Poisson process at rate 4 per hour, and independent of this, Downtown local buses arrive according to a Poisson process at rate 8 per hour. a. Given that 10...
47. Question about probability and poisson process

Hi all, I have a question about probability. Can you help me? There are 2 events: - Customer A arrives the system B in accordance with a Poisson process with rate Lambda1 - Customer A arrives the system C in accordance with a Poisson process with rate Lambda2. Given that Poisson...
48. A problem related to Poisson process

Hi all, I have a probability problem. Can you help me? Thank you! Here is the problem: Consider the queueing system, there are n customers 1, 2, ...N. Customer 1 arrives in accordance with a Poisson process with rate Lamda, customer 2 arrives in accordance with a Poisson process with rate...
49. Poisson Process Homework: Chance of Mushrooms in One Yard

Homework Statement If you find a mushroom, what is the chance that at least one more will be within one yard from it ? What is the chance that there is exactly one mushroom within the distance one yard from the point you stay? The mushrooms grow in a forest randomly , with density 0.5...
50. Poisson Process - Prob Theory

Homework Statement Cars pass a certain street location according to a Poisson process with rate lambda. A woman who wants to cross the street at that location wait until she can see that no cars will come by in the next T time units. Find the probability that her waiting time is T...