The Puzzle

Buses arrive according to a Poisson process with rate λ=0.1 \lambda = 0.1 per minute. That means the mean interarrival time is:

1λ=10 minutes \frac{1}{\lambda} = 10 \text{ minutes}

You show up at a random time.


Questions:

  1. What is your expected waiting time until the next bus?
  2. On average, how long ago did the last bus depart?

Key Concept: The Memoryless Property

In a Poisson process, the interarrival times are exponentially distributed. The exponential distribution has the memoryless property:

P(T>s+tT>s)=P(T>t) P(T > s + t \mid T > s) = P(T > t)

This implies that given no event has occurred so far, the distribution of the waiting time until the next event remains the same.


Forward Recurrence Time (Next Bus)

Since arrivals follow a Poisson process, the time until the next bus from a random observation point is distributed:

Waiting timeExp(λ)E[wait]=1λ=10 minutes \text{Waiting time} \sim \text{Exp}(\lambda) \Rightarrow \mathbb{E}[\text{wait}] = \frac{1}{\lambda} = 10 \text{ minutes}


Backward Recurrence Time (Last Bus)

Likewise, the time since the last bus is also distributed as:

Time since last busExp(λ)E[elapsed time]=1λ=10 minutes \text{Time since last bus} \sim \text{Exp}(\lambda) \Rightarrow \mathbb{E}[\text{elapsed time}] = \frac{1}{\lambda} = 10 \text{ minutes}


Final Answers

  1. Expected waiting time until next bus: 10 \boxed{10} minutes
  2. Expected time since last bus: 10 \boxed{10} minutes

Reference