- #1

user366312

Gold Member

- 89

- 3

.Let ##(N_t)_t## be a Poisson process with parameter ##λ = 2##. By ##τ_k## denote the time of the ##k##-th arrival ##(k = 1, 2, . . .)##, and by ##ρ_k=τ_k−τ_{k−1}## − the inter arrival time between the ##(k−1)## th and ##k##th arrival ##(k=1,2,...)##, with ##ρ_k=τ_k−τ_k−1##−the inter arrival time between the ##(k−1)## th and ##k## th arrival ##(k=1,2,...)##, with ##τ_0 = 0## (as in the construction of Poisson process).

Find the following:

(a) ##E(N_3N_4)##

(b) ##E(ρ_3ρ_4)##

(c) ##E(τ_3τ_4)##

The above are some of the typical problems related to Poisson Process. I need to understand the difference between time, inter-arrival time, and arrival time in this regard.Calls are received at a company call center according to a Poisson process at the rate of five calls per minute.

(a) Find the probability that no call occurs over a 30-second period.

(b) Find the probability that exactly four calls occur in the first minute, and six calls occur in the second minute.

(c) Find the probability that 25 calls are received in the first 5 minutes and six of those calls occur in the first minute.

Say, we start our counting from 9:00 AM and count up to 10:00 AM.

Image-1: arrival process.

1. 1st call comes at 09:05 AM

2. 2nd call comes at 09:06 AM

3. 3rd call comes at 09:15 AM

4. 4th call comes at 09:17 AM

5. 5th call comes at 09:20 AM

6. 6th call comes at 09:45 AM

Image-2: Poisson counting process

If (Nt)t(Nt)t is the Poisson process, what would be the values of tt?

What would be the time, arrival time, and inter-arrival time in this example?

As far as I understand:

* 1 minute, 9 minutes, 2 minutes, 3 minutes, 25 minutes are inter-arrival-times ##ρ_k##.

Are [0,5] minutes, [0,6] minutes, [0,15] minutes, ... etc time or arrival time?