Question: 12. Let N(t) : t 0 be a Poisson process with rate . By Example 12.34, the process N(t) : t

12. Let



N(t) : t ≥ 0


be a Poisson process with rate λ. By Example  12.34, the process N(t) : t ≥ 0


is a continuous-timeMarkov chain. Hence it satisfies equations (12.12), the Chapman–Kolmogorov equations. Verify this fact by direct calculations.

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