STAT333 Lecture Notes - Lecture 30: Discrete Space, Markov Chain, Poisson Point Process
29 Jul 2016
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Xctti at time t the process is in state i. Xh , to oil is to jz z. Staying in in for some the then jump to ii use poisson process to help understand time is discrete don"t know. Discrete the pnb for jumping which tells in the we. I state to go next step . us. Continuous process : time is continuous we are interested in la ) how long does the process stay in state i before jumping to another state . Th state i before jumping (b) which states does the process go. By detn : pl process jumps to state. = o jl process leaves state i ) =l are iid follows exp (d) ( property. S is discrete (2) p[ xctts ) =j future x(s)=i mrfennyt xlu )= in , history . Xctts )=j1 ptxthajlxo xls )=j] i ] time homogeneous . ogres.
