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)

Question: For a Poisson process N(t) of rate , show that for s < t, the auto-covariance is CN(s, t) = s. If s > t,

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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