The average number of events with exponential interarrival time until the time between two events exceeds a certain value

exponential distributionpoisson distributionprobabilityprobability theoryrandom variables

Well, the question itself is self-explanatory.
There's an exponential distribution for the time between every two events with an average of $\frac{1}{\lambda}$.
Is it possible to know the average number of events that happen until the interarrival time between two events which has the mean $\frac{1}{\lambda}$ is greater than a constant like $T$?

Best Answer

Since the interarrival times are exponential random variables with rate $\lambda$, the probability for any given one of them to exceed $T$ is $e^{-\lambda T}$, and they are independent. So the number of arrivals $N$ needed for this to happen is a geometric random variable with parameter $p = e^{-\lambda T}$. Its mean is thus $1/p = e^{\lambda T}$.