Question: 1. For a Poisson process with parameter , show that, for all > 0, as t . This shows that, for a large

1. For a Poisson process with parameter λ, show that, for all ε > 0,

P(|N(t) ' 1| ) 0,

as t → ∞. This shows that, for a large t, N(t)/t is a good estimate for λ.

P(|N(t) ' 1| ) 0,

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