A homogeneous poisson process with parameter

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Let X(t) be a homogeneous Poisson process with parameter λ. Determine the covariance between X(t) and X(t + τ), t>0 and τ >0, i.e., compute E[(X(t) -E(X(t))(X(t + τ) - EX(t + τ))].

Reference no: EM13760472

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