[問題] Definition the poisson process

[xu3jp68 (信箱爆炸..XD)]

The number of in any interval of length t is poisson  distribution with

mean λt That is for all s,t≧0




                            (λt)^n
P{N(t+s)-N(s)=n}=(e^-λt) ----------
                              n!

該如何利用這個證明

P(N(h)=1)=λh+o(h)

P(N(h)≧2)=o(h)      o(h):big o function

出處:Probability model eighth  edition by Ross P289.290

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