 Skellam distribution

The distribution of $N_{+}-N_{-}$ for independent Poisson random variables with means ${\lambda }_{+},{\lambda }_{-}$ is the Skellam distribution. Its characteristic function is $\exp ({\lambda }_{+}(e^{iu}-1)+{\lambda }_{-}(e^{-iu}-1))$, its mean is ${\lambda }_{+}-{\lambda }_{-}$ and its variance is ${\lambda }_{+}+{\lambda }_{-}$. For equal means $\lambda >0$,This is the fixed-time law of a symmetric Poisson difference process.

// Target: markov-process.bigb

The Skellam distribution is a probability distribution that describes the difference between two independent Poisson random variables. It is frequently used in various fields, particularly in statistics, telecommunications, and various types of counting processes.