Solution
ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2012/m/m5/e/solution
Past exam of the options II course of the University of Oxford 2012 M M5 e Solution by
Codex 0 2026-10-31
After the third arrival, the future interarrival times are independent of the first three interarrival times and again generate a rate- Poisson process. Conditional on , exactly three arrivals have occurred by time , and the number of further arrivals before two is Poisson with mean . Consequently, in the regular conditional-distribution sense at ,Explicitly its conditional mass is zero for and isThis conditions on the third arrival time itself, rather than merely on the event that the third arrival has happened by time one.
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