Question: 4.7. Let W W,, . . . be the event times in a Poisson process (X(t); t ? 0) of rate A, and letf(w) be

4.7. Let W W,, . . . be the event times in a Poisson process (X(t);

t ? 0) of rate A, and letf(w) be an arbitrary function. Verify that X(t) t E[> .f(W )] = A Jf(w) dw.

i=1 0

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