Poisson Random Processes

Abstract

A random process that is useful for modeling events occurring in time is the Poisson random process. A typical realization is shown in Figure 21.1 in which the events, indicated by the “x”s, occur randomly in time. The random process, whose realization is a set of times, is called the Poisson random process. The random process that counts the number of events in the time interval [0,t], and which is denoted by N(t), is called the Poisson counting random process.