Question: For a Poisson process of rate , the Bernoulli arrival approximation assumes that in any very small interval of length , there is either 0
For a Poisson process of rate λ, the Bernoulli arrival approximation assumes that in any very small interval of length ∆, there is either 0 arrivals with probability 1-λ∆ or 1 arrival with probability λ∆. Use this approximation to prove Theorem 13.7.
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