6.7.1 Consider a stationary Cox process driven by a two-state Markov chain. Let D =. C...

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6.7.1 Consider a stationary Cox process driven by a two-state Markov chain. Let

D =. C/ be the probability that the process begins in state .

(a) By using the transition probabilities given in (6.30a–d), show that Prf.t/ D g D for all t > 0.

(b) Show that E[N..0; t]/] D t for all t > 0.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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Question Posted: Nov 01, 2024 02:00 AM

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6.7.1 Consider a stationary Cox process driven by a two-state Markov chain. Let D =. C...

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An Introduction To Stochastic Modeling

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