Question: 5. (Problem 6.5.2 in Pinsky and Karlin) Consider a birth and death process on the states 0, 1, . ..,5 with pa- rameters do =

5. (Problem 6.5.2 in Pinsky and Karlin) Consider a birth and death process on the states 0, 1, . ..,5 with pa- rameters do = Ho = 15 = /5 =0, Ak = k, uk - 5 - k for k - 1, . .., 4. Note that 0 and 5 are absorbing states. Suppose the process begins in state X(0) = 2. (a) What is the probability of eventual absorption in state 0? (b) What is the mean time to absorption

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