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 . Then
Since
the logarithm of the upper bound is . Thus . The estimate handles the noninteger threshold directly, since the supplied Poisson tail bound holds for real .
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 is
It 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.
For one visitor, let
and define
A 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 gives
Equivalently,