Past exam of the mathematics course of the University of Cambridge 2005 ii Paper 2 26I Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 3 27L c Solution Created 2026-09-24 Updated 2026-09-25
Let be the distribution function of , write , and fix . SetConditioning on the first interarrival givesIndeed, if , the first interval contains and must also have length at least ; if , the process starts afresh at time .
Put and . ThenwhereIn particular . Iterating the renewal equation yieldsFor fixed , the last term tends to zero in absolute value because is bounded andIt follows thatThus the stochastic length bias of a renewal interval givesfor every .