6.1.5 Let Wk be the time to the kth birth in a pure birth process starting from...

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6.1.5 Let Wk be the time to the kth birth in a pure birth process starting from X.0/ D 0. Establish the equivalence

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From this relation together with equation (6.7), determine the joint density for W1 and W2, and then the joint density of S0 D W1 and S1 D W2 ????W1.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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