Past exam of the mathematics course of the University of Cambridge 2018 ii Paper 1 28J Solution Created 2026-09-24 Updated 2026-10-03
An Inhomogeneous Poisson process with intensity is a counting process with , independent increments, andThe continuity and positivity of make strictly increasing.
For and ,has a Poisson distribution with meanDisjoint increments remain independent, so is a homogeneous rate-one Poisson process. Taking gives , and henceThis is the time change of an inhomogeneous Poisson process.
For the bicycle model, let an arrival occur at time and have velocity . At time its position is , so it lies in the first miles exactly whenConditional on its arrival time, independently marking the bicycle by whether this event occurs is Poisson thinning. Therefore the desired count is Poisson with meanThus