Question: Let X ( t ) be a random telegraph signal ( RTS ) defined on t > = 0 . Fix X ( 0 )

Let X(t) be a random telegraph signal (RTS) defined on t >=0. Fix X(0)=+1. The
RTS uses a Poisson random arrival time sequence T[n] to switch the value of X(t)
between \pm 1. Take the average arrival rate as \lambda (>0). Thus we have

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