4.1. In a birth and death process with birth parameters A,, = A for n = 0,...

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4.1. In a birth and death process with birth parameters A,, = A for n = 0, 1, ... and death parameters μ = An for n = 0, 1, ... , we have

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where

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Verify that these transition probabilities satisfy the forward equations (4.4), with i = 0.

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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