Question: 6.7.1 Consider a stationary Cox process driven by a two-state Markov chain. Let D =. C / be the probability that the process begins

6.7.1 Consider a stationary Cox process driven by a two-state Markov chain. Let

 D =. C / be the probability that the process begins in state .

(a) By using the transition probabilities given in (6.30a–d), show that Prf.t/ D g D  for all t > 0.

(b) Show that E[N..0; t]/] D t for all t > 0.

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