Continuation. In the setting of the preceding exercise, suppose at time 0 the number of particles in the system is a point process with intensity μ that is independent of the space-time arrival...

Continuation. In the setting of the preceding exercise, suppose at time 0 the number of particles in the system is a point process with intensity μ that is independent of the space-time arrival process M of other particles and all the particles move independently as above. The quantity of particles in state i at time t is X_i(t) = Q0 i (t)+Q_i(t), where Q⁰

_i
(t) denotes the quantity of particles in i at time t that were in the system at time 0. Show