Poissonova
Poissonova is a term used in probability theory to denote a generalized counting process that extends the classical Poisson process by allowing the arrival rate to be random and time-dependent. In many expositions, Poissonova is described as a pedagogical name for a Cox process, or doubly stochastic Poisson process.
Definition: Let Λ(t) be a nonnegative stochastic process adapted to a filtration. Given Λ, the counting process
Properties: Mean of N(t) equals E[∫0^t Λ(s) ds], and Var(N(t)) equals E[∫0^t Λ(s) ds] plus Var(∫0^t Λ(s)
Applications and methods: Poissonova models are used to describe irregular event arrivals with varying rate, such
Etymology and status: The name Poissonova is not standardized in formal literature and often appears in textbooks