Give an example of a counting process {N(t), 0} that is not a Poisson process but which

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Give an example of a counting process {N(t), 0} that is not a Poisson process but which has the property that conditional on N(t) = n the first n event times are distributed as the order statistics from a set of n independent uniform (0, t) random variables.

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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