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Re: Properties of transition density functiions
This is a new concept for me, but I'll try if you help me understand. When you posted p(t,f,a|T,F,A) dF dA did you mean to write p(t,f,a|T,F,A, dF, dA)? It would seem to me that Lim(F+dF) = Lim(F) = infinity as F ---> infinity, and similarly for A. So my guess is p ---> 0 as both F and A approach infinity. You can see this more clearly if you define p as F<f<F+dF, A<a<A+dA, with weak inequality.
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