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2.6. Let T be the time to extinction in the linear death process with parameters X(O) =...

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2.6. Let T be the time to extinction in the linear death process with parameters X(O) = N and a (see Section 2.1).

(a) Using the sojourn time viewpoint, show that

image text in transcribed

Hint: Let y = 1 - e-°".

Transcribed Image Text:

E[T] + 1] = 1 N-1 + ... + }}

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