Let the intensity of a non-homogeneousPoisson process (t)=1 for t [0,1], and (t)=100 for t
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Let the intensity of a non-homogeneousPoisson process λ(t)=1 for t ∈ [0,1], and λ(t)=100 for t ∈ [1,2]. Explain heuristically and rigorously that the interarrival times τ1 and τ2 are dependent. (Advice: Consider the conditional distribution of τ2 given τ1 = a for, say, a= 1/2 and a = 1.)
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