Assume that a counting process {N(t); t>0} has the independent and stationary increment properties and satisfies XXXXXXXXXXfor all t > 0). Let X 1 be the epoch of the first arrival and X n be the...

Assume that a counting process {N(t); t>0} has the independent and stationary increment properties and satisfies (2.17) (for all t > 0). Let X₁
be the epoch of the first arrival and X_n
be the interarrival time between the n 1^st
and the nth arrival. Use only these assumptions in doing the following parts of this exercise.