ABSTRACT
Consider a counting process Nt , and denote by τ1,τ2, ... its consecutive interarrival times. A typical realization is shown in Fig. 12-1 on p.316 where a counting process was defined.
In this section, we suppose that τi’s are independent and exponentially distributed with the same parameter. In Example 12.2-1, we have shown that in this case, Nt is a process with independent increments.
