Question: Exercise 11.18 If N is a Poisson process with rate , show that var(Nt /t) 0 as t .
Exercise 11.18 If N is a Poisson process with rate λ, show that var(Nt /t) → 0 as t → ∞.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
