9.6. Let (s) = as- + bs + c, where a, b, c are positive and 4(l)

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9.6. Let ยข(s) = as- + bs +

c, where

a, b, c are positive and 4(l) = 1.

Assume that the probability of extinction is u., where 0 < u,, < 1. Prove that u = cla.

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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