=+23.5. Merging Poisson streams. Define a process (N,) by (23.5) for a sequence {X} of random variables
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=+23.5. Merging Poisson streams. Define a process (N,) by (23.5) for a sequence {X„} of random variables satisfying (23.4). Let {X") be a second sequence of random variables, on the same probability space, satisfying (23.4), and define {N,} by N; - max[n: X; + . . . +X ;, ≤ t]. Define (N,") by N"" = N, + N ,. Show that, if o(X1, X2 ,... ) and o(X], X2 ,... ) are independent and {N,) and {N,) are
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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