Poisson Point Process Examples

Poisson Process: dynamics, probability, and alternative characterisations

Introduces the Poisson process, and discusses its various characterisations. Contents by timeline below: 00:31 - Usual definition of Poisson process 01:30 - Poisson paths visualisation (RCLL, cadlag) 06:25 - Derivation of Kolmogorov /Master Equation 15:23 - Solution of Kolmogorov to get Poisson density 21:48 - Poisson in infinitesimal terms ...

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