Suppose that a customer of the \(M / M / 1\) system spends the amount of time
\(x>0\) waiting in queue before entering service.
(a) Show that, conditional on the preceding, the number of other customers
that were in the system when the customer arrived is distributed as \(1+P\),
where \(P\) is a Poisson random variable with mean \(\lambda\).
(b) Let \(W_{Q}^{*}\) denote the amount of time that an \(M / M / 1\) customer
spends in queue. As a by-product of your analysis in part (a), show that
$$
P\left[W_{\mathrm{Q}}^{*} \leqslant x\right]=\left\\{\begin{array}{ll}
1-\frac{\lambda}{\mu} & \text { if } x=0 \\
1-\frac{\lambda}{\mu}+\frac{\lambda}{\mu}\left(1-e^{-(\mu-\lambda) x}\right) &
\text { if } x>0
\end{array}\right.
$$