For a Poisson process N(t) of rate , show that for s t, the auto covariance is CN(s, t) s If s t, what is CN(s, t) Is there a general expression for CN(s, t) ...

For a Poisson process N(t) of rate , show that for s < t, the auto-covariance is

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For a Poisson process N(t) of rate λ, show that for s < t, the auto-covariance is CN(s, t) = λs. If s > t, what is CN(s, t)? Is there a general expression for CN(s, t)?

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This derivation of the Poisson process covariance is almost identical to the derivatio...View the full answer

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

3rd edition

Authors: Roy D. Yates, David J. Goodman

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Question Posted: Jul 18, 2016 08:49 AM

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For a Poisson process N(t) of rate , show that for s < t, the auto-covariance is

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This derivation of the Poisson process covariance is almost identical to the derivatio...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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