Question: 16 (4t 8te2t e4t + 1). Deduce that M(t) is not a doubly stochastic Poisson process. (Cambridge 2011)

16 (4λt − 8λte−2λt − e−4λt + 1).

Deduce that M(t) is not a doubly stochastic Poisson process.

(Cambridge 2011)

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