How likely are two independent recurrent events to occur simultaneously during a given time?

preprint2016arXivOpen access

Abstract

We determine the probability PP of two independent events AA and BB, which occur randomly nAn_A and nBn_B times during a total time TT and last for tAt_A and tBt_B, to occur simultaneously at some point during TT. Therefore we first prove the precise equation \begin{equation*} P^* = \dfrac{t_A+t_B}{T} - \dfrac{t_A^2+t_B^2}{2T^2} \end{equation*} for the case nA=nB=1n_A = n_B = 1 and continue to establish a simple approximation equation \begin{equation*} P \approx 1 - \left( 1 - n_A \dfrac{t_A + t_B}{T} \right)^{n_B} \end{equation*} for any given value of nAn_A and nBn_B. Finally we prove the more complex universal equation \begin{equation*} P = 1 - \dfrac{ \left( T^+ - t_A n_A - t_B n_B \right)^{n_A + n_B} }{ \left( T^+ - t_A n_A \right)^{n_A} \left( T^+ - t_B n_B \right)^{n_B} } \pm E^\pm, \end{equation*} which yields the probability for AA and BB to overlap at some point for any given parameter, with T+:=T+tA+tB2T^+ := T + \frac{t_A + t_B}{2} and a small error term E±E^\pm.

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