Question
Consider a birth and death process on the states 0, 1, . . . , 5 with parameters 0 = 0 = 5 = 5
Consider a birth and death process on the states 0, 1, . . . , 5 with parameters 0 = 0 = 5 = 5 = 0, k = k, k = 5 k for k = 1, . . . , 4. Note that 0 and 5 are absorbing states. Suppose the process begins in state X(0) = 2. (a) What is the probability of eventual absorption in state 0? (b) What is the mean time to absorption?
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Transcendental And Algebraic Numbers
Authors: A O Gelfond, Leo F Boron
1st Edition
0486802256, 9780486802251
