Question: 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

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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