83. Suppose that {N0(t), t 0} is a Poisson process with rate = 1. Let (t)
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83. Suppose that {N0(t), t 0} is a Poisson process with rate λ = 1. Let λ(t)
denote a nonnegative function of t, and let m(t) =
t 0
λ(s)ds Define N(t) by N(t) = N0(m(t))
Argue that {N(t),t 0} is a nonhomogeneous Poisson process with intensity function λ(t),t 0.
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