ABSTRACT
We are interesting in identifying the unconditional probability distribution of Xt. Using the Law of Total Probability, we write
|
. !
X k X k
t e e d
k r
λ λ
λ α λ λ
= =
= Γ
=0 P = P P
(E.1)
Removing all terms not involving the variable λ outside the integral, we can rewrite the second line of expression (E.1) as
. ! !
