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

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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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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

3rd edition

Authors: Roy D. Yates, David J. Goodman

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Question Posted: July 18, 2016 08:49:20
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