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Poisson proces

Joolz

New member
Joined
Oct 19, 2009
Messages
9
Ok, here is my question

Let (Nt)t>=0 be a Poisson process with parameter lambda. S is the time spent in state 2. T is the time after S, that it takes for the process to be in state 5.
1) What is the probability distribution of S?
2) What is the probability distribution of T?

My ideas:

1) S is a holding time, thus S ~ Exp(lambda)

2) Say S=S3 then T= S4 + S5 where S4 ~ Exp(lambda) and S5 ~ Exp(lambda)

Can someone tell me if I'm thinking in the right direction?

Thanks a lot!!
 

royhaas

Full Member
Joined
Dec 14, 2005
Messages
832
Yes.
 
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