Let {N(t), t [0,)} be a Poisson process with rate . Let T 1 , T

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Let {N(t), t ∈ [0,∞)} be a Poisson process with rate λ. Let T₁, T₂, ⋯ be the arrival times for this process. Show that

One way to show the above result is to show that for sufficiently small Δ_i, we have P(t T t < Ti

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Introduction To Probability Statistics And Random Processes

ISBN: 9780990637202

1st Edition

Authors: Hossein Pishro-Nik

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Question Posted: Nov 01, 2023 01:41 PM

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Let {N(t), t [0,)} be a Poisson process with rate . Let T 1 , T

Question:

fT₁ T2T (t1, t2, tn) = X"e-tn, ·,tn)=X"e-tn, for 0

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Introduction To Probability Statistics And Random Processes

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