Let P(t) Poo(1). (a) Find lim 1-P(1) 1-0 t (b) Show that - P(t)P(s) P(ts) 1 P(s)

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Let P(t) Poo(1).

(a) Find lim 1-P(1) 1-0 t

(b) Show that - P(t)P(s) P(ts) 1 P(s) + P(s)P(t)

(c) Show - |P(t) P(s) 1 - P(t s), and conclude that P is continuous. s

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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