I = 1, 2 be independent Poisson processes with respective rates 1 answer below »

Let {Mi (t ), t  width=  0}, i = 1, 2 be independent Poisson processes with respective rates λi , i = 1, 2, and set

Don't use plagiarized sources. Get Your Custom Essay on
I = 1, 2 be independent Poisson processes with respective rates 1 answer below »
Just from $13/Page
Order Essay

N1(t) =M1(t) + M2 (t ), N2 (t) = M2 (t) + M3 (t)

The stochastic process {(N1(t ),N2(t)), t  width=  0} is called a bivariate Poisson process.

(a) Find P{N1(t) = n,N2(t) = m}.

(b) Find Cov(N1(t ),N2(t)).

Leave a Reply

Your email address will not be published. Required fields are marked *

*

*

*