42 (a) Show that Approximation 1 of Section 6 8 is equivalent to uniformizing the continuous time Markov chain with a value such that vt and then approximating Py t) by P jn (b) Explain why the preceding should make a good approximation Hint What is the standard deviation of a Poisson random varia...

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*42. (a) Show that Approximation 1 of Section 6.8 is equivalent to uniformizing the continuous-time Markov chain...

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*42.

(a) Show that Approximation 1 of Section 6.8 is equivalent to uniformizing the continuous-time Markov chain with a value õ such that vt = ç and then approximating Py{t) by P-jn.

(b) Explain why the preceding should make a good approximation.

Hint: What is the standard deviation of a Poisson random variable with mean nl

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Introduction To Probability Models

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Authors: Sheldon M. Ross

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*42. (a) Show that Approximation 1 of Section 6.8 is equivalent to uniformizing the continuous-time Markov chain...

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Introduction To Probability Models

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