Random Processes - 09 - Poisson Process Properties (Part 1)
11:12
YouTubeAdam Panagos
Random Processes - 09 - Poisson Process Properties (Part 1)
We derive the probability mass function of the Poisson random process. This derivation uses properties of the underyling random sequences tau[n] and T[n] (i.e. the fact that they are independent) to derive an expression for P(N(t) = n). Not surprisingly, this expression is just the probability distribution of a Poisson random variable. This ...
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