Consider a birth and death process with birth rates i = (i + 1), i 0,
Question:
Consider a birth and death process with birth rates λi = (i + 1)λ, i ≥ 0, and death rates μi = iμ, i ≥ 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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