Stochastic Processes
Poisson Processes
Easy
Superposition of Two Poisson Processes
Two independent Poisson processes have rates and . What is the distribution of their combined arrival process?
Quant interview-style problem · QS-NS006
Question 6 of 27
Two independent Poisson processes have rates and . What is the distribution of their combined arrival process?
Think first. Use hints deliberately. Study the reasoning only when you need it.