Probability that all N_Q packets arrived in [0,t], in a Poisson process

In summary, the conversation discusses the probability of all N_Q packets arriving in a given time interval, with arrivals being Poisson distributed with parameter lambda and the tagged packet arriving at a uniform instant t in the interval [0, T]. The approach involves unconditioning on t and using a random variable N_Q to calculate the probability. The final expression is independent of N_Q and is derived from the probability of each packet arriving in a given time interval.
  • #1
hemanth
9
0
Arrivals are Poisson distributed with parameter \(\displaystyle \lambda\).
Consider a system, where at the time of arrival of a tagged packet, it sees \(\displaystyle N_Q\) packets.
Given that the tagged packet arrives at an instant \(\displaystyle t\), which is uniform in [0, T],
what is the probability that all \(\displaystyle N_Q\) packets arrived in [0,t]?
This is how i approached.

\(\displaystyle P\{N_Q \text{arrivals happened in} (0,t) |t\}= \frac{(\lambda \tau)^N_Q e^{-\lambda }}{N_Q!}\)
unconditioning on t, we get \(\displaystyle \frac{1}{T} \int _0^{T}\frac{(\lambda t)^N_Q e^{-\lambda t}}{N_Q!}dt\)Here \(\displaystyle N_Q\) is a random variable in itself.
How do we get the expression independent of \(\displaystyle N_Q\)?
 
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  • #2
hemanth said:
Arrivals are Poisson distributed with parameter \(\displaystyle \lambda\).
Consider a system, where at the time of arrival of a tagged packet, it sees \(\displaystyle N_Q\) packets.
Given that the tagged packet arrives at an instant \(\displaystyle t\), which is uniform in [0, T],
what is the probability that all \(\displaystyle N_Q\) packets arrived in [0,t]?
This is how i approached.

\(\displaystyle P\{N_Q \text{arrivals happened in} (0,t) |t\}= \frac{(\lambda \tau)^N_Q e^{-\lambda }}{N_Q!}\)
unconditioning on t, we get \(\displaystyle \frac{1}{T} \int _0^{T}\frac{(\lambda t)^N_Q e^{-\lambda t}}{N_Q!}dt\)Here \(\displaystyle N_Q\) is a random variable in itself.
How do we get the expression independent of \(\displaystyle N_Q\)?

The probability that each packet arrives in a time $\displaystyle 0 < \tau < t$ is...

$P \{0 < \tau < t\} = \frac{t}{T}\ (1)$

... and if the arrival times of all pachets are independent then the probability that all the pachets arrive in that time interval is...

$P_{N_{q}} = (\frac{t}{T})^{N_{q}}\ (2)$

Kind regards

$\chi$ $\sigma$
 

FAQ: Probability that all N_Q packets arrived in [0,t], in a Poisson process

What is a Poisson process?

A Poisson process is a type of stochastic process that models the occurrence of events over time. It is characterized by the following properties: the events occur randomly and independently of each other, the events occur continuously over time, and the number of events in a given time interval follows a Poisson distribution.

How is the probability calculated for all N_Q packets to arrive in [0,t] in a Poisson process?

The probability of all N_Q packets arriving in [0,t] in a Poisson process is calculated using the Poisson distribution formula: P(X = k) = (λ^k * e^-λ) / k!, where λ is the average rate of events occurring and k is the number of events. In this case, λ would represent the arrival rate of packets and k would be N_Q.

What factors can affect the probability of all N_Q packets arriving in [0,t] in a Poisson process?

The main factor that can affect this probability is the arrival rate of packets (λ). A higher arrival rate would result in a higher probability of all N_Q packets arriving in [0,t]. Additionally, the time interval [0,t] can also affect the probability, as a longer time interval would increase the chances of all N_Q packets arriving.

Can the probability of all N_Q packets arriving in [0,t] in a Poisson process be greater than 1?

No, the probability cannot be greater than 1. The maximum probability that can be calculated using the Poisson distribution formula is 1, which would represent a 100% chance of all N_Q packets arriving in [0,t]. If the calculated probability is greater than 1, it is likely that an error has been made in the calculation.

How is the probability of all N_Q packets arriving in [0,t] affected by the number of packets, N_Q?

The probability is directly proportional to the number of packets, N_Q. This means that as the number of packets increases, the probability of all N_Q packets arriving in [0,t] also increases. This relationship is reflected in the Poisson distribution formula, where k (the number of events) is a factor in the calculation.

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