Question: 96. For the conditional Poisson process, let m1 = E[L], m2 = E[L2]. In terms of m1 and m2, find Cov(N(s),N(t)) for s t.

96. For the conditional Poisson process, let m1 = E[L], m2 = E[L2]. In terms of m1 and m2, find Cov(N(s),N(t)) for s  t.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Theory Of Probability Questions!