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Lecture-9

The document discusses the Poisson stochastic process, a specific type of counting process characterized by stationary and independent increments properties. It includes examples illustrating the application of the Poisson process in real-world scenarios, such as customer arrivals at a bakery and text message reception. Additionally, it contains exercises and solutions to reinforce understanding of the concepts presented.

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Orochi Scorpion
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9 views

Lecture-9

The document discusses the Poisson stochastic process, a specific type of counting process characterized by stationary and independent increments properties. It includes examples illustrating the application of the Poisson process in real-world scenarios, such as customer arrivals at a bakery and text message reception. Additionally, it contains exercises and solutions to reinforce understanding of the concepts presented.

Uploaded by

Orochi Scorpion
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture-9

Poisson Stochastic Process


A Poisson process is a special type of counting process. To understand their
relationship, we first define a counting process and then show how the Poisson process
fits within this framework.
Definition

Observations
Observation

Definition

• The stationary increments property says that the distribution of the number of
arrivals in an interval only depends on the length of the interval.
• The independent increments property says that the number of arrivals on disjoint
intervals are independent random variables.
Properties

Example-1 (Optional)
Example-2

Solution

Example-3
Starting at 6 a.m., customers arrive at Martha’s bakery according to a Poisson process at
the rate of 30 customers per hour. Find the probability that more than 65 customers arrive
between 9 and 11 a.m.
Solution
Example-4
Joe receives text messages starting at 10 a.m. at the rate of 10 texts per hour according
to a Poisson process. Find the probability that he will receive exactly 18 texts by noon and
70 texts by 5 p.m.

Example-5
On election day, people arrive at a voting center according to a Poisson process. On
average, 100 voters arrive every hour. If 150 people arrive during the first hour, what is the
probability that at most 350 people arrive before the third hour?
Solution
We know:
The result is approximately 0.52.

Exercises
Q.1

Answers
Q.2

Answer
54.
Hint Q.2 (Moment property of the Poisson Stochastic Process)
Q.3

Answers

Q.4

Answers
(a) 0.44
(b) 0.04
(c) 0.35
Q.5

Q.6

Answer
1.5

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