6. Consider a birth and death process with birth rates , = (/ + 1)A, / >...

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6. Consider a birth and death process with birth rates ë,· = (/ + 1)A,

/ > 0, and death rates ì, = /ì, / > 0.

(a) Determine the expected time to go from state 0 to state 4.

(b) Determine the expected time to go from state 2 to state 5.

(c) Determine the variances in parts

(a) and (b).

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