Probability Adventures #11 Poisson point Process

The Poisson point process is a continuous version of the Bernoulli process. Consider the interval from 0 to infinity as our times, and events happening at some of those times. For instance, it could be that every so often, a customer arrives at a shop. For a tiny sliver of time, the chance of a customer arrival could be modeled as being the width of the sliver times the rate of the process. The result is a Poisson point process, and this gives rise to several important distributions, such as the Poisson (big surprise), the exponential, and the gamma. https://s3.us-west-1.amazonaws.com/markhuber-datascience-resources.org/Books/Probability_Adventures_webpage/2021_version/chapters/ch11_poisson_point_process/ch11_book_version.html