Question
Let { N ( t ) , t > = 0 } be a non - homogeneous Poisson process with intensity function lambda (
Let { N ( t ) , t > = 0 } be a non - homogeneous Poisson process with intensity function \ lambda ( t ) = { 2 + t , if 0 < = t < = 2 , 4 , otherwise. ( a ) Compute P { N ( 3 ) = 7 | N ( 1 ) = 5 } . ( b ) Compute E [ N ( 4 ) N ( 1 ) | N ( 3 ) = 2 ] .
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Discrete and Combinatorial Mathematics An Applied Introduction
Authors: Ralph P. Grimaldi
5th edition
201726343, 978-0201726343
