Question: Section 2.5.5 showedthatthewaitingtime T for thefirstoccurrenceofaPoissonprocesshas the exponentialdistributionwithparameter . Forthisdistribution,showthat P(T > u + t S T > u) = P(T > t). Bythis memoryless

Section 2.5.5 showedthatthewaitingtime T for thefirstoccurrenceofaPoissonprocesshas the exponentialdistributionwithparameter λ. Forthisdistribution,showthat P(T > u + t S T > u) = P(T > t). Bythis memoryless property,ifaneventhasnotoccurredbytime u, the additional timeneededtoobserveanoccurrenceisthesameasifwestartedtoobservethe processattime0.

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