Question: 1. (10 points) Let (Nt)tzo be a Poisson process with parameter 1 > 0 and denote by S1, S2, ... the corresponding arrival times. Moreover,

1. (10 points) Let (Nt)tzo be a Poisson process with parameter

1. (10 points) Let (Nt)tzo be a Poisson process with parameter 1 > 0 and denote by S1, S2, ... the corresponding arrival times. Moreover, let f: R+R be a bounded function. Show that (t > 0). e 115) - 4. f(x) dx 1. (10 points) Let (Nt)tzo be a Poisson process with parameter 1 > 0 and denote by S1, S2, ... the corresponding arrival times. Moreover, let f: R+R be a bounded function. Show that (t > 0). e 115) - 4. f(x) dx

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