Counting process
A counting process is a stochastic process with values that are non-negative, integer, and non-decreasing:
- is an integer.
- If then
If
Counting processes deal with the number of occurrences of something over time. An example of a counting process is the number of job arrivals to a queue over time.
If a process has the Markov property, it is said to be a Markov counting process.
See also
- Intensity of counting processes
- Poisson point process (example for a counting process)
References
- Ross, S.M. (1995) Stochastic Processes. Wiley. {{ISBN|978-0-471-12062-9}}
- Higgins JJ, Keller-McNulty S (1995) Concepts in Probability and Stochastic Modeling. Wadsworth Publishing Company. {{ISBN|0-534-23136-5}}