Abstract
We already mentioned the Poisson process in Chapters 2 and 3. It is a particular continuous-time Markov chain. In Chapter 4, we asserted that the Wiener process and the Poisson process are the two most important stochastic processes for applications. The Poisson process is notably used in the basic queueing models.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Rights and permissions
Copyright information
© 2007 Springer Science+Business Media LLC
About this chapter
Cite this chapter
(2007). Poisson Processes. In: Applied Stochastic Processes. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-0-387-48976-6_5
Download citation
DOI: https://doi.org/10.1007/978-0-387-48976-6_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-34171-2
Online ISBN: 978-0-387-48976-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)