6.2.2 A pure death process starting from X.0/ D 3 has death parameters 0 D 0; 1...
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6.2.2 A pure death process starting from X.0/ D 3 has death parameters 0 D 0;
1 D 3;2 D 2, and 3 D 5. Let W3 be the random time that it takes the process to reach state 0.
(a) Write W3 as a sum of sojourn times and thereby deduce that the mean time is E[W3] D 31 30 .
(b) Determine the mean of W1 CW2 CW3.
(c) What is the variance of W3?
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Related Book For
An Introduction To Stochastic Modeling
ISBN: 9780233814162
4th Edition
Authors: Mark A. Pinsky, Samuel Karlin
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