Question: Exercise 11.19 If N is a Poisson process with rate , show that, for t > 0, P(Nt is even) = et cosh t, P(Nt

Exercise 11.19 If N is a Poisson process with rate λ, show that, for t > 0, P(Nt is even) = e−λt cosh λt, P(Nt is odd) = e−λt sinh λt .

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