Assignment:
1. Let x(t) denote a Poisson counting process, homogenous with arrival rate λ. Find its autocorrelation
Xx (t,τ).
2. Let {xi(t)}, i = 1, 2,...,n, be a family of statistically independent Poisson processes with equal parameter λ. Determine the PDF of the random variable T define as the first instant ≥ 0 at which all the processes have seen at least one arrival, that is,
T = arg min t≥0 {xi(t) > 0, ∀i}