Friday, October 14, 2016

stochastic processes - Derive Poisson distribution from probability per time of event


Suppose we have a probability per time $\lambda$ that something (e.g. nuclear decay, random walk takes a step, etc.) happens. It is a known result that the probability that $n$ events happen in a time interval of length $T$, is given by the Poisson distribution $$P(n) = \frac{e^{-\lambda T} (\lambda T)^n}{n!} \, .$$ How do we prove this?




No comments:

Post a Comment

classical mechanics - Moment of a force about a given axis (Torque) - Scalar or vectorial?

I am studying Statics and saw that: The moment of a force about a given axis (or Torque) is defined by the equation: $M_X = (\vec r \times \...