Show that Wt=∑i⩾11{√Ti⩽t} {W_t} = \sum\limits_{i \geqslant 1} {{1_{\left\{ {\sqrt {{T_i}} \leqslant t} \right\}}}} is a Poisson process

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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