A linear death process ({X(t), t geq 0}) has death rates (mu_{j}=j mu ; j=0,1, ldots). (1)

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A linear death process $\{X(t), t \geq 0\}$ has death rates $\mu_{j}=j \mu ; j=0,1, \ldots$.

(1) Given $X(0)=2$, determine the distribution function of the time to entering state 0 ('lifetime' of the process).

(2) Given $X(0)=n, n>1$, determine the mean value of the time at which the process enters state 0 .

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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A linear death process ({X(t), t geq 0}) has death rates (mu_{j}=j mu ; j=0,1, ldots). (1)

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