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    Align Fhh7o: 'T .Fi:7?..xa..,..m)

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    Jayjay F
    The document discusses Markov chains and Poisson processes. It introduces a Poisson process (Xt) with parameter λ and defines the probabilities of integers (M) occurring over intervals (t1, t2). It then expresses the transition probabilities of a continuous-time Markov chain in terms of the Poisson probabilities or the transition intensities. Finally, it defines a continuous-time Markov chain as having a state space, initial distribution, and transition intensities between states.

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    Align Fhh7o: 'T .Fi:7?..xa..,..m)

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    Jayjay F
    13 views7 pages
    The document discusses Markov chains and Poisson processes. It introduces a Poisson process (Xt) with parameter λ and defines the probabilities of integers (M) occurring over intervals (t1, t2). It then expresses the transition probabilities of a continuous-time Markov chain in terms of the Poisson probabilities or the transition intensities. Finally, it defines a continuous-time Markov chain as having a state space, initial distribution, and transition intensities between states.

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    Original Title

    Lecture 10.1

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    The document discusses Markov chains and Poisson processes. It introduces a Poisson process (Xt) with parameter λ and defines the probabilities of integers (M) occurring over intervals (t1, t2). It then expresses the transition probabilities of a continuous-time Markov chain in terms of the Poisson probabilities or the transition intensities. Finally, it defines a continuous-time Markov chain as having a state space, initial distribution, and transition intensities between states.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    13 views7 pages

    Align Fhh7o: 'T .Fi:7?..xa..,..m)

    Uploaded by

    Jayjay F
    The document discusses Markov chains and Poisson processes. It introduces a Poisson process (Xt) with parameter λ and defines the probabilities of integers (M) occurring over intervals (t1, t2). It then expresses the transition probabilities of a continuous-time Markov chain in terms of the Poisson probabilities or the transition intensities. Finally, it defines a continuous-time Markov chain as having a state space, initial distribution, and transition intensities between states.

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    of 7

    Good morning everybody !

    Last week : Poisson processes Xlt ) f- It


    chains
    today :
    general Markov

    Before we
    start :

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    .

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    S It
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    →
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    ;
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    we take Ajs
    we get Poisson Heh -4 -
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    Suppose a

    at the O
    individual
    .

    wth one
    asexual feproduchi
    produces offspring
    n'a
    individual
    ,

    Each
    according to a Poisson process of
    rate X .

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    Ntl -
    -
    size of population et line t

    linear birth paces


    owith
    is a

    birth rate X .

    sink

    -
    At 3 =
    fth )

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