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or 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 10.7.

Theorem

Let N(t) = N1(t) + N2(t) be the sum of two independent Poisson processes with rates λ1 and λ2. Given that the N(t) process has an arrival, the conditional probability that the arrival is from N1(t) is λ1/(λ1 + λ2).

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