Review Poisson Point Process

1. History

The first literature on the poisson point process dates back to 1958[1].

2. Poisson Point Process

A process $𝑁 (𝑡)$ is called inhomogenous poisson process if:

2.1. Likelihood

Observing events at times ${𝑡_{1}, 𝑡_{2}, \dots, 𝑡_{𝑛}}$ in a time inteveral $[0, 𝑇]$ is:

Bibliography

[1] L. Mandel, “Fluctuations of Photon Beams and their Correlations,” Proceedings of the Physical Society, vol. 72, no. 6, pp. 1037–1048, Dec. 1958, doi: 10.1088/0370-1328/72/6/312.