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Age of a Poisson process
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Probability and statistics
Probability theory
Poisson process
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Words: 38
With
J
0
=
0
, the age
A
(
t
)
=
t
−
J
N
t
of a rate-
λ
Poisson process has mean
E
A
(
t
)
=
λ
1
−
e
−
λ
t
.
(48)
Given
N
t
=
n
, the last arrival is the maximum of
n
uniform points and
E
[
A
(
t
)
∣
N
t
=
n
]
=
t
/
(
n
+
1
)
, including
n
=
0
.
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(6)
Poisson process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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