For a Poisson process of rate , the Bernoulli arrival approximation assumes that in any very small

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.