Past exam of the mathematics course of the University of Cambridge 2007 ii Paper 1 26J e Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2015 ii Paper 3 23K ii Solution Created 2026-09-24 Updated 2026-10-06
The Poisson thinning theorem, or its multinomial marking version, makes the bin counts at time independent Poisson variables with mean . Independence is more than is needed for the following union bound. Fix and put . ThenSincethe logarithm of the upper bound is . Thus . The estimate handles the noninteger threshold directly, since the supplied Poisson tail bound holds for real .
Past exam of the mathematics course of the University of Cambridge 2015 ii Paper 3 23K i Solution Created 2026-09-24 Updated 2026-10-06
In an interval of length , condition on the Poisson process count . Independently marking its points gives . The joint probability generating function of kept and discarded counts isIt factors into the generating functions of independent Poisson variables of means and . The same calculation applies to any interval, and counts and marks in disjoint intervals are independent. Hence is a Poisson process of intensity , and and are independent. This is the Poisson thinning theorem.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 27J c Solution Created 2026-09-24 Updated 2026-09-25
For one visitor, letand defineA visitor arriving at time is in room at time exactly when its independent service-time mark satisfies . Thus it receives mark with probability ; a further mark records that it has already left the gallery.
The Independent marking theorem for Poisson point processes makes the point processes carrying the different room marks independent. Consequently are independent, and Poisson thinning givesEquivalently,