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There are at least two integrals called the Poisson integral. The first is also known as Bessel's second integral, ...

The Poisson sum formula is a special case of the general result sum_(-infty)^inftyf(x+n)=sum_(k=-infty)^inftye^(2piikx)int_(-infty)^inftyf(x^')e^(-2piikx^')dx^' (1) with x=0, ...

Given a Poisson distribution with rate of change lambda, the distribution of waiting times between successive changes (with k=0) is D(x) = P(X<=x) (1) = 1-P(X>x) (2) = ...

Poisson's equation is del ^2phi=4pirho, (1) where phi is often called a potential function and rho a density function, so the differential operator in this case is L^~=del ...

A statistical distribution for which the variables may take on a continuous range of values. Abramowitz and Stegun (1972, p. 930) give a table of the parameters of most ...

A second-order partial differential equation arising in physics, del ^2psi=-4pirho. If rho=0, it reduces to Laplace's equation. It is also related to the Helmholtz ...

A number s of trials in which the probability of success p_i varies from trial to trial. Let x be the number of successes, then var(x)=spq-ssigma_p^2, (1) where sigma_p^2 is ...

A statistical distribution whose variables can take on only discrete values. Abramowitz and Stegun (1972, p. 929) give a table of the parameters of most common discrete ...

rho_n(nu,x)=((1+nu-n)_n)/(sqrt(n!x^n))_1F_1(-n;1+nu-n;x), where (a)_n is a Pochhammer symbol and _1F_1(a;b;z) is a confluent hypergeometric function of the first kind.

The partial differential equation del ^2u+lambda^2sinhu=0, where del ^2 is the Laplacian (Ting et al. 1987; Zwillinger 1997, p. 135).