35.2 Poisson Process

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The standard Poisson process. Construction and computation of finite-dimensional distributions.
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@23:27 Small mistake here: I should have divided the integral by t^n and multiplied the pre-factor by t^n; that would then give the proper Poisson probability and product uniform probability.

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@31:24: it's not the product that is equal to exp(i\eta_j), but rather just the jth term in the product.

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