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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

3 votes
1 answer
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Probability that no three events happen in a pre-defined window

Consider a Poisson process with arrival rate $\lambda$ arrivals per unit time. Given a window of time $W$ and a total of $k$ events, what is the upper bound of the probability that no three events hap …
Pankaj Gupta's user avatar