A counting process is a stochastic process with values that are non-negative, integer, and non-decreasing:

1. is an integer.

Examples of counting processes include Poisson processes and Renewal processes.

Counting processes deal with the number of occurrences of something over time. An example of a counting process is the number of job arrivals to a queue over time.

If a process has the Markov property, it is said to be a Markov counting process.

See also

• Intensity of counting processes

• Poisson point process (example for a counting process)

References

• Ross, S.M. (1995) Stochastic Processes. Wiley.

• Higgins JJ, Keller-McNulty S (1995) Concepts in Probability and Stochastic Modeling. Wadsworth Publishing Company.