Poisson Process: dynamics, probability, and alternative characterisations

Introduces the Poisson process, and discusses its various characterisations. Contents by timeline below: 00:31 - Usual definition of Poisson process 01:30 - Poisson paths visualisation (RCLL, cadlag) 06:25 - Derivation of Kolmogorov /Master Equation 15:23 - Solution of Kolmogorov to get Poisson density 21:48 - Poisson in infinitesimal terms (inc infinitesimal generator) 22:37 - Poisson as exponentially distributed waiting times 25:50 - Summary of definitions 26:17 - Poisson as limit of Bernoulli trials