Question: Let X(t) be a homogeneous Poisson process with parameter . Determine the covariance between X(t) and X(t + ), t>0 and >0, i.e., compute E[(X(t)

Let X(t) be a homogeneous Poisson process with parameter . Determine the covariance between X(t) and X(t + ), t>0 and >0, i.e., compute E[(X(t) -E(X(t))(X(t + ) - EX(t + ))]

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