class9 - Probability of Transition to E(n 1 in the...

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Sheet1 Page 1 TEST 1 A - 4 B - 3 C - 2 D - 0 C - 3 HI = 98 Lo = 48 AVG = 77 MED = 85 poisson process can be viewed as a Birth death process B-D proc t use state space 0->inf. in discrete states use continuous time {x(t),t>=0} he draws figure 6.8 us notation E_n to describe the state X_n(t)=n to mean X(t) is in state E_n @ time,t * State changes can occur in +/- 1 unit * States are never negitive * if the system is in state E_n @ time t
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Unformatted text preview: + Probability of Transition to E_(n+1) in the interval (t,t+h) = lambda*h+ little_Oh(h) + Probability of Transition to E_(n-1) in the interval (t,t+h) = mew*h + little_Oh(h) + Probabliity of >1 transition is o(h) + o(h) aproaches 0 as h aproaches 0 Draws figure 6.10 6.17 needs a "+ P_n(t)*[lambda_n*mew_n*h^2]" ....derivation ad nausium. .... we get 6.21 for no departing, only ariving...
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