Poisson point process

A Poisson process is a stochastic process. It counts the number of occurrences of an event leading up to a specified time. This is a counting process where the increments of time are independent of one another (the times do not overlap).

Definition

The counting process known as the Poisson process is defined as:

N(0) = 0.
N(t) has independent increments.
The number of arrivals in any interval of length 𝜏 > 0 follows a Poisson distribution.

Where N(t) is the total number of events that occur by time t.

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