I don't understand how the poisson process has the property:

P(N(t+h)-N(t)=1) = rh+o(h) where r is the rate

because when I try to work it out i get:

P(N(t+h)-N(t)=1) = P(N(h)=1) = rh(1-rh+o(h))

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- Feb 29th 2012, 12:32 AMsupaman5Poisson Process
I don't understand how the poisson process has the property:

P(N(t+h)-N(t)=1) = rh+o(h) where r is the rate

because when I try to work it out i get:

P(N(t+h)-N(t)=1) = P(N(h)=1) = rh(1-rh+o(h))