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Number of one Poisson type before another

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Poisson process
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For independent Poisson processes of rates λ1​ and λ2​, the number K of type-two arrivals before the first type-one arrival satisfies
P(K=k)=(λ1​+λ2​λ2​​)kλ1​+λ2​λ1​​.
(1)
This follows by marking the superposed process by its arrival type.

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  1. Poisson process
  2. Probability theory
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 1 / 28J / a / Solution

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