Show that a Possion RP X(t) with rate lamda is mean-square continuous even though no sample path is continuous. The definition of the MS continuity is lim E{(X(t+e) – X (t))²} = 0. for t> 0

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter9: Multivariable Calculus
Section9.2: Partial Derivatives
Problem 48E
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Show that a Possion RP X(t) with rate lamda
is mean-square continuous even though no
sample path is continuous. The definition of
the MS continuity is
lim E{(X(t+e) – X(t))²} = 0.
for t> 0
Transcribed Image Text:Show that a Possion RP X(t) with rate lamda is mean-square continuous even though no sample path is continuous. The definition of the MS continuity is lim E{(X(t+e) – X(t))²} = 0. for t> 0
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