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A pure death process starting from X(0)= 3 has death parameters = 0, 1 = 3,42 = 2, and 3 = 5. Let W3
A pure death process starting from X(0)= 3 has death parameters = 0, 1 = 3,42 = 2, and 3 = 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] = 31 30. (b) Determine the mean of W +W+W3. (c) What is the variance of W3?
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SOLUTION a We can write W3 as the sum of the sojourn times in states 3 2 1 and 0 Let T3 T2 T1 and T0 denote the sojourn times in these states respectively Then we have W3 T3 T2 T1 T0 Since this is a p...
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Authors: Norean Sharpe, Richard Veaux, Paul Velleman
3rd Edition
978-0321944726, 321925831, 9780321944696, 321944720, 321944690, 978-0321925831
