Let {N(t), t ≥ 0} be a homogeneous Poisson process with intensity λ and let {T 1 , T 2 , ...} be the associated point process. For t → ∞, determine and sketch the covariance function C(τ) of the...

Let {N(t), t ≥ 0} be a homogeneous Poisson process with intensity λ and let {T₁, T₂, ...} be the associated point process. For t → ∞, determine and sketch the covariance function C(τ) of the (stochastic) shot noise process {X(t), t ≥ 0} given by