Question: Prove this statement by computing the characteristic function, associated with the probability mass function (17.8). (17.8) P(N, =n)= e P(N, = n) = et (At)|
(17.8)

P(N, =n)= e P(N, = n) = et (At)"| n!
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For the characteristic function of the Poissonprocess one obtains ... View full answer
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