RE: The Poisson process and Lognormal action time.
This kind of problem arises a lot in the actuarial literature (a
process for the number of claims and a process for the claim size),
and the Poisson and the lognormal have been used in this context - it
might be worth your while to look there fo
"Jacek Gomoluch" <[EMAIL PROTECTED]> wrote in message
news:<9uqkmv$954$[EMAIL PROTECTED]>...
> In a stochastic process the number of customers which are arriving at a
> server (during a time intervall) is desribed by a Poisson distribution:
>
> P(n)=exp(-v) * (v^n)/(n!)
>
> Each arriving custom
If the poisson arrival process and the work process are independent,
then have a look at Wald's law in (almost) any probability book. For
example, the mean amount of work is then simply the product of the means
of each RV, in your case:
E(amount of work in a fixed time interval)=v*E(U) where U is
