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I have a problem calculating the following probability.
There are two signals A and B each consisting of a series of "pulses" at times
{tA0, tA0+Δt, tA1, tA1+Δt, tA2,tA2+Δt, ...} and
{tB0, tB0+Δt, tB1, tB1+Δt, tB2, tB2+Δt,...}
The signal A is "on" in the time intervals [tAn, tAn+Δt], and it's off in the time intervals [tBn+Δt, tBn+1].
There is a given probability for the signal A to be "on" depending on the (random) times between the pulses; the same applies for the signal B.
How can one calculate the probability that for a certain time T both signals are "on"
There are two signals A and B each consisting of a series of "pulses" at times
{tA0, tA0+Δt, tA1, tA1+Δt, tA2,tA2+Δt, ...} and
{tB0, tB0+Δt, tB1, tB1+Δt, tB2, tB2+Δt,...}
The signal A is "on" in the time intervals [tAn, tAn+Δt], and it's off in the time intervals [tBn+Δt, tBn+1].
There is a given probability for the signal A to be "on" depending on the (random) times between the pulses; the same applies for the signal B.
How can one calculate the probability that for a certain time T both signals are "on"