By making use of the independence and homogeneity of the increments of a homogeneous Poisson process with

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By making use of the independence and homogeneity of the increments of a homogeneous Poisson process with intensity $\lambda$, show that its covariance function is given by

\[C(s, t)=\lambda \min (s, t)\]

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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By making use of the independence and homogeneity of the increments of a homogeneous Poisson process with

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Applied Probability And Stochastic Processes

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