## FANDOM

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 Typus Verschleierung Bearbeiter Hindemith Gesichtet
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Seite: 91, Zeilen: 25-29
Quelle: Last Brandt 1995
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Example 4.3.2. Suppose that t1,t2 — t1,t3 — t2,... are independent and distributed according to an exponential distribution with parameter λ. Then N(t) := ∑i≥1 I{ti≤t} is called a homogeneous Poisson process with intensity λ.

Given a univariate point process {tn}, one often has additional information on the points tn. It is modelled by a random element Xi which is called the mark of tn.

Example 1.2.2 Poisson process. Suppose that T1, T2 — T1, T3 — T2, ... are independent and distributed according to an exponential distribution with parameter λ > 0. Then Φ = (Tn)n≥1 = (Tn) is called a homogeneous Poisson process with intensity λ.

Given a univariate point process (Tn), one often has additional information on the points Tn. It is modeled by a random element Xn which is called the mark of Tn.

 Anmerkungen Ein Quellenverweis fehlt. Das Beispiel mag noch ein Standardbeispiel sein, die erklärenden Sätze nach dem Beispiel sind aber auch wörtlich übernommen. Sichter (Hindemith), WiseWoman