- #1

user366312

Gold Member

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The following is related to Poisson process:

$$P(N_1=2, N_4=6) = P(N_1=2, N_4-N_1=4) = P(N_1=2) \cdot P(N_3=4)$$

Why is $$(N_3=4)=(N_4-N_1=4)$$?

Can anyone explain?

$$P(N_1=2, N_4=6) = P(N_1=2, N_4-N_1=4) = P(N_1=2) \cdot P(N_3=4)$$

Why is $$(N_3=4)=(N_4-N_1=4)$$?

Can anyone explain?

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