Continuation. Let X k (t), k = 1,...,m, be independent compound Poisson processes with rates λk and jump-size densities fk(i), i ∈ Z. Show that X 1 (t)+X 2 (t), and X 1 (t)−X 2 (t) are CTMCs and that...

Continuation. Let X_k(t), k = 1,...,m, be independent compound Poisson processes with rates λk and jump-size densities fk(i), i ∈ Z. Show that X₁(t)+X₂(t), and X₁(t)−X₂(t) are CTMCs and that they are also compound Poisson processes; specify their defining parameters. More gener