1.5. Let W. be the time to the kth birth in a pure birth process starting from...

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1.5. Let W. be the time to the kth birth in a pure birth process starting from X(0) = 0. Establish the equivalence

From this relation together with equation (1.7), determine the joint density for W, and W,, and then the joint density of S = W, and S, _ W,-W,.

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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Question Posted: Oct 31, 2024 05:00 AM

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1.5. Let W. be the time to the kth birth in a pure birth process starting from X(0) = 0. Establish the equivalence From this relation together with equation (1.7), determine the joint density for W,...
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1.5. Let W. be the time to the kth birth in a pure birth process starting from...

Question:

Pr{W,>t, W> t + s} = P(t)[Po(s) + P(s)].

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An Introduction To Stochastic Modeling

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