# Question

A shot noise process with random amplitudes is defined by

Where the Si are a sequence of points from a Poisson process and the Ai are IID random variables which are also independent of the Poisson points.

(a) Find the mean function of X (t).

(b) Find the autocorrelation function of X (t).

Where the Si are a sequence of points from a Poisson process and the Ai are IID random variables which are also independent of the Poisson points.

(a) Find the mean function of X (t).

(b) Find the autocorrelation function of X (t).

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