Given that $X(t)$ is a homogeneous poisson process with arrival rate $\lambda$, how do I perform the transformation:
$$ Y(t) =\int ^t _{t-T} X(\zeta) d\zeta$$
to determine say $P(Y(t) < n)$?
Given that $X(t)$ is a homogeneous poisson process with arrival rate $\lambda$, how do I perform the transformation:
$$ Y(t) =\int ^t _{t-T} X(\zeta) d\zeta$$
to determine say $P(Y(t) < n)$?