Question: 6.2.3 A pure death process X.t/ with parameters 1;2; : : : starts at X.0/ D N and evolves until it reaches the absorbing state

6.2.3 A pure death process X.t/ with parameters 1;2; : : : starts at X.0/ D N and evolves until it reaches the absorbing state 0. Determine the mean area under the X.t/ trajectory.

Hint: This is E[W1 CW2 C CWN].

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