Schema della sezione

  • Lecture 15 (15.04.26) - Reprise on Poisson Point processes: characterization; general construction; examples. Continuous-time MC: definition, transition probabilities and Markov semigroup. Examples: the Poisson process; the uniform chain (subordinated chain+Poisson clock).
    Lecture 16 (16.04.26) - Transition rates and generator of t-MC. Forward and backward Kolmogorov's equations. Theorem on characterization of t-MC via generator. Transition times and embedded MC: definition and properties (theorem). Graphical construction: construction of t-MC via indepedent marked Poisson Processes. Examples: birth and death process; random walks.