A red light bulb has been flashing forever, according to a Poisson process with rate r . Similarly, a blue bulb has been flashing forever, , according to an independent Poisson process with rate b . Let us fix t to be 12 o'clock.

What is the expected length of the interval that t belongs to? That is, find the expected length of the interval from the last event before t until the first event after t . Here, an event refers to either bulb flashing.

unanswered

What is the probability that t belongs to an RR interval? (That is, the first event before, as well as the first event after time t , are both red flashes.)

unanswered

What is the probability that between t and t+1 , we have exactly two events: a red flash followed by a blue flash?

1 answer

r * b * e^(- (r + b))