5.6.6 LetW1;W2; : : : be the event times in a Poisson process fX.t/I t 0g...

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5.6.6 LetW1;W2; : : : be the event times in a Poisson process fX.t/I t 0g of rate . A new point process is created as follows: Each point Wk is replaced by two new points located at Wk CXk and Wk CYk, where X1;Y1; X2;Y2; : : : are independent and identically distributed nonnegative random variables, independent of the Poisson process. Describe the distribution of the resulting point process.

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Gilbert Sungul

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