Definition of non-homogenous compund poisson process
(a) Supply a suitable definition of a non-homogenous compund Poisson process, {X(t) : t in [0, infinity] }
(b) Does {X(t)} have stationary and/or independent increments?
(c) Determine cov(X(s), X(t)) for 0 < s < t under suitable moment conditions.
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