Poisson process problem


by alehand12
Tags: poisson, process
alehand12
alehand12 is offline
#1
Jun21-11, 10:19 AM
P: 1
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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bpet
bpet is offline
#2
Jun22-11, 11:22 PM
P: 523
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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