Two of the criteria for a counting process to be Poisson are the following: (a) and (b) .
So this is saying that the probability that the count exceeds is essentially ?
Exceeds 1 in fact...
Isn't it just saying that you don't have simultaneous events so as you look at smaller and smaller time intervals the probability of more than 1 event -->0
It's a long time since I did this myself so beware.