1 For a Poisson process with parameter , show that, for all 0, as t This shows that, for a large t, N(t) t is a good estimate for P( N(t) ' 1 ) 0,...

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1. For a Poisson process with parameter , show that, for all > 0, as t...

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1. For a Poisson process with parameter λ, show that, for all ε > 0,

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as t → ∞. This shows that, for a large t, N(t)/t is a good estimate for λ.

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Fundamentals Of Probability With Stochastic Processes

ISBN: 9780429856273

4th Edition

Authors: Saeed Ghahramani

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Question Posted: Nov 18, 2024 04:01 AM

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1. For a Poisson process with parameter , show that, for all > 0, as t...

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P(|N(t) ' 1| ) 0,

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Fundamentals Of Probability With Stochastic Processes

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