20. Show that Definition 5.1 of a Poisson process implies Definition 5.3. * 2 1 . Show...

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20. Show that Definition 5.1 of a Poisson process implies Definition 5.3.

* 2 1 . Show that assumption (iv) of Definition 5.3 follows from assumptions

(ii) and (iii).

Hint: Derive a functional equation for g(t) = P[N(t) = 0).

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