Athreya, K.B. - In: Statistics & Probability Letters 78 (2008) 12, pp. 1534-1540
A pure birth Markov chain is a continuous time Markov chain {Z(t):t=0} with state space S[reverse not equivalent]{0,1,2,...} such that for each i=0 the chain stays in state i for a random length of time that is exponentially distributed with mean and then jumps to (i+1). Suppose b([dot...