Solution
= Solution
Each arrival by time $t$ remains with probability $e^{-\mu(t-s)}$. Poisson thinning gives $X_t\sim\operatorname{Poisson}((\lambda/\mu)(1-e^{-\mu t}))$.
= Solution
Each arrival by time $t$ remains with probability $e^{-\mu(t-s)}$. Poisson thinning gives $X_t\sim\operatorname{Poisson}((\lambda/\mu)(1-e^{-\mu t}))$.