Question: Consider a Poisson process with rate and let L be the time of the last arrival in the interval OE0; t, with L D

Consider a Poisson process with rate  and let L be the time of the last arrival in the interval OE0; t, with L D 0 if there was no arrival.

(a) Compute E.t  L/ (b)

What happens when we let t!1in the answer to (a)?

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