Question: 6.2.1 Let X.t/ be a pure death process starting from X.0/ D N. Assume that the death parameters are 1;2; : : : ;N. Let

6.2.1 Let X.t/ be a pure death process starting from X.0/ D N. Assume that the death parameters are 1;2; : : : ;N. Let T be an independent exponentially distributed random variable with parameter . Show that

N Pr{X(T) = 0} = [] Mi+0 i=1

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