How to express Jump Process in terms of the generator (rate matrix) A


by dyh
Tags: generator, jump process
dyh
dyh is offline
#1
Dec13-12, 04:44 PM
P: 11
Hi Guys

I have problem to express the jump process as following ways.

Please let me know your ideas~!!

Thank you so much.

-------------------------------------------------------------------------
Let (Xt)t≥0 be an irreducible continuous-time jump process on a nite state space
{1,....,N}. Let T = inf{t > 0 : Xt ≠ X0} be the time of the first jump. Assuming
that α (1,2) > 0 express P(T > t|X0 = 1, XT = 2) in terms of the generator (rate
matrix) A

--------------------------------------------------------------------------
Phys.Org News Partner Science news on Phys.org
Better thermal-imaging lens from waste sulfur
Hackathon team's GoogolPlex gives Siri extra powers
Bright points in Sun's atmosphere mark patterns deep in its interior

Register to reply

Related Discussions
Express the given vector in terms of its coordinates Calculus & Beyond Homework 12
Express h in terms of D Precalculus Mathematics Homework 5
Express Max height in terms of g and T???!!!??? Introductory Physics Homework 3
Express tan(2x) in terms of sin(x) alone. Calculus & Beyond Homework 3
express y = arccos x in terms of y Calculus & Beyond Homework 1