I have a Poisson process N(t)~Poiss(t*lambda), what is the mean of E(N(6)*N(10))
because it is a a Poisson process N(6) and N(10) are dependent (i think )
I have tried using law of total expectation and co-variance without any success.
is it right to say that N(10) - N(6)=N(4) because
N(10) - N(6)={the amount of appearances between time 6 and 10}=N(4)
It isn't N(4) but is has the same distribution as N(4)
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