We know that in homogeneous Poisson process, sojourn times are independent. But are they still independent if $\lambda (t)$ varies? If so, what is the proof? Thanks
the problem I have now is that after calculation, I am expecting f(s1,s2)=λ(s1)e^(-λ(s1))λ(s2)e^(-λ(s2)) if they are independent. But We I get is not this, the answer contains λ(s1+s2)! Please can any one help!