Let ({N(t), t geq 0}) be a homogeneous Poisson process with intensity (lambda). Prove that for an
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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.
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Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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