Two-sided interarrival test for overlap
ID: two-sided-interarrival-test-for-overlap
Consider a homogeneous Poisson process of arrival rate , with each arrival staying for a fixed duration . For any fixed arrival index , its visit overlaps another visit if the preceding interarrival time is below or the following interarrival time is below . If the nearest preceding arrival has already left then all earlier ones have left; if the next arrival is too late then all later ones are too late. These two gaps are independent exponential random variables, so the probability of no overlap is . Taking its complement gives the formula. This is an unconditional statement for a fixed indexed arrival; conditioning on a fixed calendar closing time would change the problem.
New to topics? Read the docs here!