Supply a suitable definition of a non-homogenous compund

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(a) Supply a suitable definition of a non-homogenous compund Poisson process, {X(t) : t in [0, infinity] }

(b) Does {X(t)} have stationary and/or independent increments?

(c) Determine cov(X(s), X(t)) for 0 < s < t under suitable moment conditions.

Reference no: EM13626254

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