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Problem 4 Let N(t) be a Poisson process with parameter 1. Prove that, given N(t) = k, the distribution of (N(t1), N(t2) - N(t1), ..,

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Problem 4 Let N(t) be a Poisson process with parameter 1. Prove that, given N(t) = k, the distribution of (N(t1), N(t2) - N(t1), .., N(t) - N(tm-1) ) is multinomial

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