6.2.6 Let T be the time to extinction in the linear death process with parameters X.0/ D...

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6.2.6 Let T be the time to extinction in the linear death process with parameters X.0/ D N and (see Section 6.2.1).

(a) Using the sojourn time viewpoint, show that

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(b) Verify the result of

(a) by using equation (6.15) in

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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