文字N(t)是一泊松计数过程,求E(N(t)*N(t+s)),简单吗,各位?
请注明:姓名-公司-职位
以便审核进群资格,未注明则拒绝
Is the expression of the Poisson Distribution told? Perhaps it is not much difficulty in exponential calculus.
E(N(t)*N(t+s))=E(N(t)(N(t+s)-N(t)+N(t))=E(N(t)*(N(t+s)-N(t)))+E(N(t)^2)=ut*us+ut+(ut)^2
其中u是poisson 过程的参数!
大哥您是对的!呵呵,谢谢哈!