10.2 Let Nt be a Poisson process. Let Sn be the time of the nth event. Show...

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10.2 Let Nt be a Poisson process. Let Sn be the time of the nth event. Show by double inclusion that

{ω : Sn(ω) ≤ t} = {ω : Nt(ω) ≥ n}.

Recall that ω is a path for stochastic processes.

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