If you got how the step came, please post it. I have my Random process exam tom, it will be really helpful.
Thanks in advance
Next time I promise I won't learn a new chapter just the day before the exam
We have two Poisson processes and which are independent (with parameters )
Then is a Poisson process with parameter . Okay with that.
And it follows (how ??) that have the same distribution as , where and
I don't understand at all where the last part comes from
Thanks for any help