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    Poisson Processes

         A Poisson process is a stochastic process that occurs over a certain time period. Within this time period, the Poisson process counts the occurrences of events. The Poisson process is a continuous time process and a type of Markov process. An example of a Poisson process can be thought of as a piece of Uranium slowly experiencing radioactive decay. The radioactive particles are emitted in accordance to a function of the remaining number of particles; emission rate declines as number of particles left declines. This situation is consistent with all the properties of a Poisson process. At time zero, there are no particles emitted. The intervals between emitted particles are independently distributed from one another. No counted occurrences are simultaneous. The probability of the particles emitted at any given interval is dependent only on the time interval. Lastly the probability distribution becomes a Poisson distribution. Poisson processes can be classified into a few types. These are homogeneous, non-homogeneous, spatial, and space-time.  

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    Statistics: Poisson Process for demands for an item on a warehouse

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    Discrete and Continuous Probability Distributions

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    Stochastic Process Models

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    Poisson Process and Probability

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    Poisson Probability Distribution - Receiving Telephone Calls

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    Showing the Poisson Process

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