Poisson Process
A Poisson process is a process satisfying the following properties:
1. The numbers of changes in nonoverlapping intervals are independent for all intervals.
2. The probability of exactly one change in a sufficiently small interval 
is 
, where
is the probability of one change and 
is the number of
trials.
3. The probability of two or more changes in a sufficiently small interval 
is essentially
0.
In the limit of the number of trials becoming large, the resulting distribution is called a Poisson distribution.
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