Question about probability and poisson process

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This discussion focuses on calculating the probabilities associated with two independent Poisson processes, specifically for Customer A arriving at systems B and C with rates Lambda1 and Lambda2, respectively. The key conclusion is that the probability of Customer A arriving at system B before system C can be computed using the law of total probability. The exponential holding times with parameter lambda are crucial for determining these probabilities. The solution was confirmed through further exploration of the topic.

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quacam09
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Hi all, I have a question about probability. Can you help me?

There are 2 events:
- Customer A arrives the system B in accordance with a Poisson process with rate Lambda1
- Customer A arrives the system C in accordance with a Poisson process with rate Lambda2.

Given that Poisson processes are mutually independent. Computing the probability of the event that customer A arrivers the system B and the probability of the event that customer A arrivers the system C?

Thank you!
 
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I'm guessing there is only one custumer. The holding times are exponential with parameter lambda. The question then is \mathbb{P}(\mathbf{e}_{\lambda_1}< \mathbf{e}_{\lambda_2}). Condition on one of them and use the law of total probability.
 
Thank you. As your suggestion, I found the solution.
 

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