Skip to content
Q177Section III (Statistics)177 of 190

min⁡(s,t)/st\min(s,t)/\sqrt{st} is the Poisson process correlation; the covariance is λmin⁡(s,t)\lambda\min(s,t)

Let {X(t),t≥0}\{X(t),t\ge0\} be a time-homogeneous Poisson process with rate λ\lambda. Then:

Options

Pick an option to check your answer.