Let {X(t), t 0} be a compound Poisson process with X(t) = X,, and suppose that A1

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Let {X(t), t 0} be a compound Poisson process with X(t) = X,, and suppose that A1 and P{X, j} = j/10, j = 1, 2, 3, 4. Calculate P{X(4) = 20).

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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