HW2-Sol

Problem 3.3.17

Problem 3.4.2
Problem 3.5.17

Problem 3.6.5
Problem 3.7.7

Problem 4.2.4
Problem 4.3.6
Problem 4.4.7
Problem 4.5.8

Problem 4.6.6

Problem 4.7.5
Additional Problem

[Poisson Arrival/Poisson process definition] (N(t) is arrival count at time t)

I. N(0) = 0

II. The process has independent increments

P(N(t + s) N(s) = n) = (() = )

III. The number of events in any interval of length t is Poisson distributed with mean t.
That is for all s, t 0

()
P(N(t + s) N(s) = n) = n = 0,1,2
!

For inter-arrival time , at some arrival time s

P( t) = 1 ( > ) = 1 (( + ) () = 0) (cause > no arrival at (s, s + t))

= 1 (() (0) = 0) independent increment by definition - *

= 1 P(N(t) = 0) = 1 (is independent to s)

Inter-arrival time fallows exponential distribution