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  2. Poisson point process - Wikipedia

    en.wikipedia.org/wiki/Poisson_point_process

    A visual depiction of a Poisson point process starting. In probability theory, statistics and related fields, a Poisson point process (also known as: Poisson random measure, Poisson random point field and Poisson point field) is a type of mathematical object that consists of points randomly located on a mathematical space with the essential feature that the points occur independently of one ...

  3. Point process - Wikipedia

    en.wikipedia.org/wiki/Point_process

    A Poisson (counting) process on the line can be characterised by two properties : the number of points (or events) in disjoint intervals are independent and have a Poisson distribution. A Poisson point process can also be defined using these two properties. Namely, we say that a point process is a Poisson point process if the following two ...

  4. Gaussian integral - Wikipedia

    en.wikipedia.org/wiki/Gaussian_integral

    A different technique, which goes back to Laplace (1812), [3] is the following. Let = =. Since the limits on s as y → ±∞ depend on the sign of x, it simplifies the calculation to use the fact that e −x 2 is an even function, and, therefore, the integral over all real numbers is just twice the integral from zero to infinity.

  5. Point process operation - Wikipedia

    en.wikipedia.org/wiki/Point_process_operation

    One point process that gives particularly convenient results under random point process operations is the Poisson point process, [2] The Poisson point process often exhibits a type of mathematical closure such that when a point process operation is applied to some Poisson point process, then provided some conditions on the point process ...

  6. Renewal theory - Wikipedia

    en.wikipedia.org/wiki/Renewal_theory

    The renewal process is a generalization of the Poisson process. In essence, the Poisson process is a continuous-time Markov process on the positive integers (usually starting at zero) which has independent exponentially distributed holding times at each integer i {\displaystyle i} before advancing to the next integer, i + 1 {\displaystyle i+1} .

  7. Compound Poisson process - Wikipedia

    en.wikipedia.org/wiki/Compound_Poisson_process

    The jumps arrive randomly according to a Poisson process and the size of the jumps is also random, with a specified probability distribution. To be precise, a compound Poisson process, parameterised by a rate > and jump size distribution G, is a process {():} given by

  8. Category:Poisson point processes - Wikipedia

    en.wikipedia.org/wiki/Category:Poisson_point...

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  9. Campbell's theorem (probability) - Wikipedia

    en.wikipedia.org/wiki/Campbell's_theorem...

    is known as Campbell's formula [2] or Campbell's theorem, [1] [12] [13] which gives a method for calculating expectations of sums of measurable functions with ranges on the real line. More specifically, for a point process N {\displaystyle N} and a measurable function f : R d → R {\displaystyle f:{\textbf {R}}^{d}\rightarrow {\textbf {R ...