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Poisson process problem

 
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Jun21-11, 10:19 AM   #1
 

Poisson process problem


Given a poisson process Z(t) with a given rate lamda, k and m nonnegative integers and t and c real and positive numbers, calculate the probability:
P(Z(t-c)=m | Z(t)=k)

thanks
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Jun22-11, 11:22 PM   #2
 
Hint: conditional on the number of jumps in a Poisson process, the jump times are uniformly distributed over the time interval.
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