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Graduate Random process derived from Markov process
Hi Stephen and Chiro, Thank you very much for your help. By your arguments, If I assume ρ(t) to be monotonically increasing by assuming f(r(ρ(t)))>0, for all t, then the last equality (lim_{dt->0} Pr{}/ρ(t+dt)-ρ(t)=q_ij) holds right?- Mubeena
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- Forum: Set Theory, Logic, Probability, Statistics
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Graduate Random process derived from Markov process
I have a query on a Random process derived from Markov process. I have stuck in this problem for more than 2 weeks. Let r(t) be a finite-state Markov jump process described by \begin{alignat*}{1} \lim_{dt\rightarrow 0}\frac{Pr\{r(t+dt)=j/r(t)=i\}}{dt} & =q_{ij} \end{alignat*} when i \ne...- Mubeena
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- Markov process Process Random Random process
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- Forum: Set Theory, Logic, Probability, Statistics