Poisson process at $t=0$

poisson processprobability distributionsprobability theorystochastic-processes

In the next definition of a Poisson process:

A counting process $\left \{ N(t); t \geq 0 \right \}$ is said to be a Poisson process with rate $\lambda > 0$ if

1) $N(0)=0$

2) $N(t)$ has stationary and independent increments

3) $\mathbb{P}(N(h)=1) = \lambda h + o(h)$

4) $\mathbb{P}(N(h)\geq 2) = o(h)$

Why can't we count an occurrence or event at the initial point $t=0$ in 1)?

Best Answer

Nothing can happen while $t<0$ since we don't consider the negative time. Now, $N(0) \ne 0$ means the event happens exactly at $t=0$.

What is the Probability that the event happens at $t=0$ exactly?

More generally, what is the probability, $Pr(X=c)$ when $X$ is a continuous random number and $c$ is a specific number?


Even though the process counts the number of occurrences, the process is the same as pointing occurrences on the timeline (as you mentioned). If the time is in between the time interval, the occurence is counted.

What is the probability that you point an occurrence on timeline, exactly at $t=0$?
This question is the same as What is the probability of N(0) = 1.

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