Poisson point process

random mathematical object that consists of points randomly located on a mathematical space

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

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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 window of time follows a Poisson distribution.

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