OurBigBook About$ Donate
 Sign in Sign up

Strong law for Poisson arrival times (Yn​/n→1/λ)

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Poisson process
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a homogeneous Poisson process of rate λ>0, N(t)/t→λ almost surely: unit-time increments are independent Poisson variables and the strong law of large numbers applies, then monotonicity fills the intervals between integers. At its nth point Yn​, simplicity gives N(Yn​)=n. Consequently Yn​/n→1/λ. Rate and mean interarrival time are reciprocals.

 Ancestors (6)

  1. Poisson process
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (3)

  • Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 31 / 2 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 39 / 2 / Solution
  • Power-law boundary accumulation of a Poisson point process

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook