Question: tie probability that A,(1) = 2 before A2() - 4! 3.10. Let {W,, ) be the sequence of waiting times in a Poisson process of

tie probability that A,(1) = 2 before A2() - 4! 3.10. Let {W,, ) be the sequence of waiting times in a Poisson process of intensity A = 1. Show that X,, = 2" exp(-W,) defines a nonnegative martingale

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