6.6 Let W,, W,, . . . be the event times in a Poisson process {X(t); t ? 0}

of rate A. A new point process is created as follows: Each point WA is replaced by two new points located at W,, + Xk and Wk + YA, where X, Y, X,, Y,, . . . are independent and identically distributed nonnegative random variables, independent of the Poisson process. Describe the distribution of the resulting point process.