Let N_tN_t be a homogeneous Poisson process with intensity 11.

T_iT_i the arrival times of N_tN_t

Let \sqrt {{T_i}}\sqrt {{T_i}} the arrival times of a point process W_tW_t

Show that W_tW_t is a Poisson process

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I’m stuck. Any hints ?

– John

2 days ago

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