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Property of Poisson Process

CalcHard~25 min· Probability
Problem

The Problem

Customers arrive at a store according to a Poisson process with rate per hour.

  1. Given that exactly customers arrived in the time interval , what is the joint distribution of their arrival times?
  2. Show that the inter-arrival times are i.i.d. .
  3. Memoryless property: Given that no customer has arrived in the last hours, what is the distribution of the additional time until the next arrival?
  4. Order statistics property: Given arrivals in , the arrival times (sorted) have the same distribution as the order statistics of i.i.d. random variables. Prove this.