Suppose that events occur according to a nonhomogeneous Poisson process with intensity function (t), t 0. Suppose
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Suppose that events occur according to a nonhomogeneous Poisson process with intensity function (t), t 0.
Suppose that, independently of anything that has previously occurred, an event at times will be counted with probability p(s), s 0.
Let N,
(f) denote the number of counted events by time t.
(a) What type of process if (N,(f), 0]?
(b) Prove your answer to part (a).
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