Question: 3. Let X = (X_t; t larger or equal to 0 ) be a Poisson process with rate lamda > 0. Calculate the correlation between

3. Let X = (X_t; t larger or equal to 0 ) be a Poisson process with rate lamda > 0. Calculate the correlation between X_s+t and X_s for every s larger or equal to 0 and t > 0.

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