Kolmogorov forward equation for a Poisson process
= Kolmogorov forward equation for a Poisson process
{c}
The state probabilities satisfy $p_0'=-\lambda p_0$ and $p_n'=\lambda p_{n-1}-\lambda p_n$, yielding the Poisson law of mean $\lambda t$.
= Kolmogorov forward equation for a Poisson process
{c}
The state probabilities satisfy $p_0'=-\lambda p_0$ and $p_n'=\lambda p_{n-1}-\lambda p_n$, yielding the Poisson law of mean $\lambda t$.