5.6.5. Let fX.t/I t 0g and fY.t/I t 0g be independent Poisson processes with respective...

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5.6.5. Let fX.t/I t  0g and fY.t/I t  0g be independent Poisson processes with respective parameters  and . Let T D minft  0IY.t/ D 1g be the random time of the first event in the Y process. Determine PrfX.T=2/ D kg for k D 0;1; : : : :

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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