Let ({N(t), t geq 0}) be a homogeneous Poisson process with intensity (lambda). Prove that for an

Question:

Let \(\{N(t), t \geq 0\}\) be a homogeneous Poisson process with intensity \(\lambda\).

Prove that for an arbitrary, but fixed, positive \(h\) the stochastic process \((X(t), t \geq 0\}\) defined by \(X(t)=N(t+h)-N(t)\) is weakly stationary.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: