Superposition of Two Rate-Specific Poisson Processes

Stochastic Processes
Poisson Process
Easy
Two independent Poisson processes have rates and arrivals per hour. What is the rate of their superposition (the combined arrival process)?
Hint 1

Over any fixed interval, the counts of two independent Poisson processes are independent Poisson variables.

Hint 2

A sum of independent Poisson variables is Poisson with the sum of their means.

Show worked solution
  1. 1. Sum independent Poisson counts

    Over an interval of length , the two counts are independent Poisson with means and , so their sum is Poisson with mean .

  2. 2. Read off the combined rate

    The combined process is Poisson with rate equal to the sum of the individual rates.

Answer: 11

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