Operational Research probabilistic models

Recall the following definition of a Poisson process with rate λ > 0 : a counting process {N(t)} with N(0) = 0 is called a Poisson process with rate λ if the following are true: it has independent increments; and for each t > 0, N(t) is a Poisson random variable with parameter λt. Using the above definition to show that, for each v, t > 0, N(t + v) − N(t) follows Poisson distribution with parameter λv. [20 marks]


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  • Erdos Erdos

    I meant " Probability of n occurrences ... "

The answer is accepted.
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