For a Poisson Process with rate lambda, write down the transition matrix for:a) the skeletal Markov...

Question

For a Poisson Process with rate lambda, write down the transition matrix for:
a) the skeletal Markov Chain which samples every u units of time
;b) the embedded Markov Chain
c)Is it true in general that a Poisson Process mixture is a Markov Process? Completely justify the
answer
Yes, it is...

David · Accepted Answer

For a Poisson Process with rate lambda, write down the transition matrix for: 
a) the skeletal Markov Chain which samples every u units of time
;b) the embedded Markov Chain
c)Is it true in general that a Poisson Process mixture is a Markov Process? Completely justify the 
answer 
Yes,

For a Poisson Process with rate lambda, write down the transition matrix for:a) the skeletal Markov Chain which samples every u units of time;b) the embedded Markov Chainc)Is it true in general that a...

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