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Poisson process   (English)

Definition Niveau 4

A stochastic process in which distinct events occur in such a way that the number of events occurring in a given period of time depends only on the length of the time period. This number of events has a Poisson distribution with mean λt where t is the length of the time period, and λ is a constant.
The length of time which elapses between two successive events has an exponential distribution with mean 1/ λ.

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