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Past exam of the mathematics course of the University of Cambridge / 2008 / ii / Paper 4 / 26I / d

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2008 ii Paper 4 26I
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d
Only arrivals at times u≤t remain after the window closes. Such an arrival survives until t+v exactly when its service time exceeds t+v−u. The same independent Poisson thinning gives
X(t+v)∼Poisson(λ∫vt+v​P(S>s)ds).​
(1)
At v=0 this agrees with part (b), while for large v the parameter tends to zero.

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