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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