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This Demonstration shows simulated paths of the Poisson process. You can see how the cumulative number of events increases as time lapses. You can adjust the mean number of events per unit time. The Demonstration also shows the mean of the process (the blue line) and approximate confidence intervals (the green curves). The confidence intervals are based on the normal approximation to the Poisson distribution. The Poisson process is a special case of a continuous-time Markov chain.

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      EUN,LOM,LRE4,work-cmr-id:397743,http://demonstrations.wolfram.com:http://demonstrations.wolfram.com/SimulatingThePoissonProcess/,ilox,learning resource exchange,LRE metadata application profile,LRE

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