Module 2:Poisson Process and Kolmorogov equations
  Lecture 7:Poisson Process Continued
 


Property 2


Thus given  the  arrival times denoted by  have the same distribution as the order statistics corresponding to  independent random variables uniformly distributed in the interval .

Proof of property 2

Let  and also assume  are small increments of time such that , . This concept is explained in the following Figure 2.7.

Figure 2.7: Concept of conditional distribution of arrival times

Hence:

i.e.,