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For the following items, if nothing else is specified, consider that {N (t)}t≥0

is a homogeneous Poisson process with rate λ > 0. And that Sn is the time
that the n-th event occurs and Tn = Sn − Sn−1 .
1. Let {N (t)}t≥0 be a Poisson process with rate 1.5. Find:

(a) P(N (2) = 3, N (6) = 5, N (8) = 7|N (1) = 2, N (9) = 8)


(b) P(N (4) ≥ 6|S4 = 3)
(c) P(S2 < 3|N (5) = 6)

2.

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