Let $N_t$ be a homogeneous Poisson process with intensity $1$.
$T_i$ the arrival times of $N_t$
Let $\sqrt {{T_i}}$ the arrival times of a point process $W_t$
Show that $W_t$ is a Poisson process
Let $N_t$ be a homogeneous Poisson process with intensity $1$.
$T_i$ the arrival times of $N_t$
Let $\sqrt {{T_i}}$ the arrival times of a point process $W_t$
Show that $W_t$ is a Poisson process
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