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Poisson process problem |
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| Jun21-11, 10:19 AM | #1 |
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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 |
| Jun22-11, 11:22 PM | #2 |
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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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