Eikosstatistics & data science

Probability & Statistical Inference · Stochastic Processes

Stochastic processes · The Poisson process

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Stochastic processes · Probability theory

Overview

Topics covered

  • Introduction
  • The Poisson process
  • Preliminaries: stochastic processes and counting processes
  • The Poisson distribution
  • Moments and generating functions
  • The law of rare events

Related concepts

Main connections

  • Poisson distribution
  • Variance & standard deviation
  • Conditional probability & independence
  • Binomial distribution
  • Time series & ARIMA
  • Mean & expected value

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

N(t1)−N(t0),N(t2)−N(t1),…,N(tk)−N(tk−1)
View LaTeX sourceN(t_1)-N(t_0),\; N(t_2)-N(t_1),\;\dots,\;N(t_k)-N(t_{k-1})