# Tagged Questions

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### Continuous time markov chains, is this step by step example correct

I have some questions regarding CTMC... and most importantly whether the step-by-step example I provide below is correct. My main sources about CTMC are: ([1], and [2]). Let's assume 3 possible ...
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### Poisson process different type of events

Suppose that it arrives people to a store according to a poisson process with rate $\lambda = 6$/hour , females arrive with probability $0.6$ and male with $0.4$. What is the probability that there ...
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### General birth and death process

hi i need some help to understand the following (from the general birth and death process).I'll give some context first , then i ask questions. Consider general birth and death process with birth ...
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### A equivalent definition of the Feller Process.

I saw this on Liggett's Book (P.95). Let $S=% %TCIMACRO{\U{2115} }% %BeginExpansion \mathbb{N} %EndExpansion ,$ and suppose $\left( X_{t}\right) _{t\geq 0}$ is a continuous-time Markov process with ...
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### A question about Infinitesimal generator of Feller Process

Let $S=% %TCIMACRO{\U{211d} }% %BeginExpansion \mathbb{R} %EndExpansion$, and consider the Feller process $\left( X_{t}\right) _{t\geq 0}$ with state space $S$ such that $X_{t}=t+X_{0}$ for all ...
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### Conditional distributions of (higher-order) autoregressive Markov processes

If we specify an $p$-th order autoregressive process in discrete time by its transition distribution $F_{t|t-1,\ldots,t-p}$, what can be said about lower order conditional distribution where we ...