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Part CCSIR NET December 2023competing-poisson-processes

Competing poisson processes

Suppose {X(t)} and {Y(t)} are two independent homogeneous Poisson processes with the same rate λ=2\lambda = 2. Let WnW_{n}ˣ and WnW_{n}ʸ be the waiting times for the n-th arrival in each process. Which of the following statements are true?

  1. A.P(W2P(W_{2}ˣ <W3< W_{3}ʸ) = 11/16✓ Correct
  2. B.P(W1P(W_{1}ˣ <W1< W_{1}ʸ) = 1/2✓ Correct
  3. C.P(W2P(W_{2}ˣ <W3< W_{3}ʸ) = 13/16
  4. D.P(W1P(W_{1}ˣ <W1< W_{1}ʸ) = 1/4

You have the answer. Trap Analysis is why the other three were written.

Not a worked solution repeated four times — the specific reasoning error each wrong option was built to reward, and why this one tests dependence misread.

See pricing

50 are analysed free — try those first.

The trap it tests

Dependence misread

Independence, pairwise vs mutual, or correlation vs dependence.

Drill statements like this

Related counterexample: An irreducible chain with a stationary distribution converges to it

More on this topic

The chapter behind this: Markov chains: classification and stationary behaviour — free to read

From Limit Theorems and Markov Chains › Markov chains: classification of states, stationary distributions

Last revised . Found a mistake? Tell us — corrections are the fastest thing we act on.

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