In: Statistics and Probability
In a Poisson process, the probability of a single occurrence of the event in a given interval is proportional to the dimension of the interval.
The probability of a single occurrence of an event in a given interval is given by

where 
 is the average number of occurrence in the given interval.
If the dimension of the interval increases, then the average
number of occurrences in that interval will also increase, so
 will increase.
The function is 
.
The derivative of the above function is


Now, 
 is always positive, and 
 is positive only when 
 is less than 1, but if the dimension of the interval will
increase, then 
 will also increase and in that case the derivative will be
negative, if 
 becomes greater than 1.
So, we have the following conclusion,
increases for 
 and decreases for 
.
So, the probability of a single occurrence of an event in a
given interval is proportional for 
 and inversely proportional if the dimension of the interval
increases furthur.
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