Let {Nt}t>/0be a Markov chain such thatN0 = 0 and

P(m,n)= (e^(m-n-1/e))/(n-m)!

Find the conditional distribution of (Nt+1-Nt) given Nt=m

P/S : Does P(m,n) means that it's one step transition from m to n?

Thanks

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- Apr 29th 2009, 03:55 PMjesswynnConditional distribution of markov chain
Let {Nt}t>/0be a Markov chain such that

*N*0 = 0 and

P(m,n)= (e^(m-n-1/e))/(n-m)!

Find the conditional distribution of (Nt+1-Nt) given Nt=m

P/S : Does P(m,n) means that it's one step transition from m to n?

Thanks