In this problem, we develop an alternative derivation for the mean function of the shot noise process described in Section 8.7,

Where the Si are the arrival times of a Poisson process with arrival rate, λ, and h (t) is an arbitrary pulse shape which we take to be causal. That is, h (t) = 0 for t

Derive the auto covariance function of the shot noise process.

x(t) = h(t-s), 71 ELXO n arrivals in [0,t)]-,)|n arivals in [0,)