Hello I have been aked this and I don't know how to proceed: Let {Xt}t≥0 a compound Poisson process with λ=2 where Yi∼Exp(1). We define τ=inf{t≥0:Xt≥10}. Find the PDF of τ. I would be great if you have any hint for this, thanks a lot.
2026-04-01 18:11:28.1775067088
Let {Xt}t≥0 a compound Poisson process with λ=2 where Yi∼Exp(1). We define τ=inf{t≥0:Xt≥10}. Find the PDF of τ.
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