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Simulating a mixed Poisson gives me fewer events than expected.

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#probability #exponential-distribution #poisson-process #python #simulation
83
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Almost sure convergence on integral of Poisson process

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#probability-theory #stochastic-processes #poisson-process #almost-everywhere #borel-cantelli-lemmas
339
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Prove that each renewal process with linear renewal function is Poisson

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#probability-theory #stochastic-processes #poisson-process #renewal-processes
163
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Expected value of occurrences of a variable under a Poisson distribution

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#expected-value #poisson-distribution #poisson-process
158
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Probabilities and rates in a CTMC

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#probability #markov-chains #markov-process #poisson-process
71
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Infinitesimal probability of success of an exponential random variable

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#probability #statistics #random-variables #exponential-distribution #poisson-process
615
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Show that this compound Poisson process is a Levy process

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#functional-analysis #probability-theory #independence #poisson-distribution #poisson-process
74
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Order statistics and Binomial relationship in a homogeneous Poisson process

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#stochastic-processes #binomial-distribution #poisson-process #order-statistics
53
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Find $r>0$ such that $\mathrm E[\mathrm e^{r(X-cW)}] = 1$ where $c>0$, $X\sim$ Exp$(\lambda)$ and $W\sim$ Gamma$(2,\alpha)$

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#probability-theory #stochastic-processes #poisson-process #actuarial-science
411
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Given three customers arrive in the first hour, find probability third arrives in second half

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#uniform-distribution #poisson-process #gamma-distribution
42
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Uniform randomization of visits yields Poisson process - well-known?

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#probability-theory #reference-request #uniform-distribution #poisson-process
76
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Variance of a Split Compound Poisson Process

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#statistics #poisson-distribution #variance #poisson-process
50
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Prove the given identity if the probability density function of the length of the intervals of a renewal random process is given.

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#random-variables #generating-functions #random-walk #poisson-process #renewal-processes
200
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Poisson Process - Joint Distribution and estimation of $p_i$

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#probability #statistics #stochastic-processes #poisson-process
39
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Find a r.v. for a transformation of a compound poisson process

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#probability-distributions #random-variables #poisson-process

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