Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 39 2 Solution Created 2026-10-03 Updated 2026-10-14
The first limit in the PDF has a reciprocal error when denotes point density. The correct strong law for Poisson arrival times isTo prove it, put . The unit-interval increments are independent and identically distributed random variables with the Poisson distribution of mean . The strong law of large numbers gives along integers. For ,so for all real . The continuous intensity gives distinct points almost surely, and local finiteness and infinitely many points give . Since , the same pathwise limit along implies , proving the reciprocal limit. For instance at density the limit is , not . The printed limit would instead describe a parameter interpreted as mean interarrival time, but not the stated density.
For the Non-homogeneous Poisson point process on , every closed subinterval strictly inside has finite intensity. The intensity is non-atomic, so the process is simple and has no point at almost surely. Both half-intervals have infinite intensity: the density behaves as at zero and as at one. More explicitly, exhaust either half by finite-intensity intervals of means . For any fixed integer ,Thus there are infinitely many points on each side.
Local finiteness around gives a last point on its left and a first point on its right. To see the former directly, choose any left point; between it and there are only finitely many points, so there is a largest one. Repeat below each chosen point to label the left sequence by , and similarly label the right sequence by . No infinite sequence of points can accumulate in the interior, because a compact neighbourhood there has finite count. ConsequentlyThis constructs the required two-sided order statistics of a boundary-singular Poisson process.
Use its integrated intensity to find the rates. Partial fractions giveThe left cumulative-intensity coordinate isIt maps the left half bijectively onto , reversing its order. The image points form a unit-rate Poisson process directly from the count definition: inverse images of disjoint parameter intervals are disjoint, and their intensity equals their parameter lengths. In particular is its th arrival, so the result just proved gives . Also as , because . HenceThis is exactly the requested negative-index limit.
For the right side, the increasing coordinate isIts image is another unit-rate Poisson process; is the st arrival because the first right point has index zero. Thus . As ,Combining these facts gives the positive-index asymptoticsEquivalently almost surely. In particular for every fixed , unlike the inverse-linear scale at the left endpoint.
There is also an exact distributional description, if desired. For , means that at most right-hand points precede , soThus has the gamma distribution with shape and rate one. This makes the indexing shift explicit and describes the fluctuations left unspecified by the logarithmic limit.