38. Let {Mi(t), t 0}, i = 1, 2, 3 be independent Poisson processes with respective...
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38. Let {Mi(t), t 0}, i = 1, 2, 3 be independent Poisson processes with respective rates
λi , i = 1, 2, and set N1(t) = M1(t) + M2(t), N2(t) = M2(t) + M3(t)
The stochastic process {(N1(t),N2(t)), t 0} is called a bivariate Poisson process.
(a) Find P{N1(t) = n,N2(t) = m}.
(b) Find Cov
N1(t),N2(t)
.
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