Consider the stochastic processnbspytt genbsp0 defined in
Consider the stochastic process {Y(t),t ≥ 0} defined in Question no. 9, where {N(t),t ≥ 0} is now a Poisson process with an arbitrary rate A (> 0). It can be shown that we then have that P[Y(t) = 1] = (l + e-2λt)/2, for t ≥ 0. Calculate
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consider the stochastic processnbspytt genbsp0 defined in question no 9 wherenbspntt genbsp0 is now a poisson process
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