Simulate state and observation processes. 

        Parameters
        ----------
        T: int
            processes are simulated from time 0 to time T-1

        Returns
        -------
        x, y: lists
            lists of length T

def simulate(self, T):
        """Simulate state and observation processes. 

        Parameters
        ----------
        T: int
            processes are simulated from time 0 to time T-1

        Returns
        -------
        x, y: lists
            lists of length T
        """
        x = []
        for t in range(T):
            law_x = self.PX0() if t == 0 else self.PX(t, x[-1])
            x.append(law_x.rvs(size=1))
        y = self.simulate_given_x(x)
        return x, y