Independence and homogeneity of the increments
Question:
By making use of the independence and homogeneity of the increments of a homogeneous Poisson process with intensity show that its covariance {N(t), t ≥ 0} λ function is given by C(s, t)=λmin(s, t).
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By making use of the independence and homogeneity of the increments of a homogeneous Poisson process with intensity show that its covariance
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