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Unformatted text preview: Stochastic Signals and Systems Random Processes Virginia Tech Fall 2008 Poisson Process • Events occur at random instants of time at an average rate of λ events per second. • Let N ( t ) be the number of event occurrences in the time interval [ , t ] . N ( t ) is a nondecreasing, integer valued, continuous-time random process. The incidence of calls at a telephone exchange, the arrival of costumers at a bank, and the submission of jobs to a computer terminal are frequently modeled as Poisson processes for the purposes of analyzing the performance of various modes of handling calls, customers, or computer jobs. Poisson Process Suppose that the interval [ , t ] is divided into n subintervals of very short duration δ = t / n . Assume that the two conditions hold: 1 The probability of more than one event occurrence in a subinterval is negligible compared to the probability of observing one or zero events → each interval can be viewed as a Bernoulli trial ....
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This note was uploaded on 05/05/2010 for the course ECECS 5605 taught by Professor Dasilver during the Fall '08 term at Virginia Tech.
- Fall '08