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1. For this problem, you can assume that the process N(t) is a Poisson process with intensity A. Find the following: (a) E[e³N (t)-6W (t) | F(s)] for s< t. (b) Cov(N(s), N(t)) for s

1. For this problem, you can assume that the process N(t) is a Poisson process with intensity A. Find the following: (a) E[e³N (t)-6W (t) | F(s)] for s< t. (b) Cov(N(s), N(t)) for s

Trigonometry (MindTap Course List)
Trigonometry (MindTap Course List)
10th Edition
ISBN:9781337278461
Author:Ron Larson
Publisher:Ron Larson
Chapter6: Topics In Analytic Geometry
Section6.4: Hyperbolas
Problem 5ECP: Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.
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1. For this problem, you can assume that the process N(t) is a Poisson process with intensity A. Find the following: (a) E[e3N(t)-6W (*)|F(s)] for s < t. (b) Cov(N(s), N (t)) for s < t.
Transcribed Image Text:1. For this problem, you can assume that the process N(t) is a Poisson process with intensity A. Find the following: (a) E[e3N(t)-6W (*)|F(s)] for s < t. (b) Cov(N(s), N (t)) for s < t.
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