Aula 3

6 março 2017, 12:00 • Ana Maria Santos Ferreira Gorjão Henriques

Work Presentation on Homogeneous Poisson Process

Non-homogeneous Poisson process: definition and first distributional properties.

Refs: Sect. 5.4.1 in Ross, Probab. Models, 10th ed.; Sect. 2.4 in Ross, Stoch. Proc., 2nd ed.

TPC: Exercises 1. and 5.