C.A.

T MARKING SCHEME
(1) Pr(X = n) = Pr(X > n 1) Pr(X > n)
Hence multiplying through by S n and summing over all possible values of n we get
X X X
n n
Pr(X = n)S = Pr(X > n 1)S Pr(X > n)S n
n=1 n=1 n=1

Now for each term in the expression we have

X
Pr(X = n)S n = G(s) Pr(X = 0)
n=1
X

Pr(X > n 1)S n = Pr(X > 0)S 1 + Pr(X > 1)S 2 + ... + Pr(X > n 1)S n + ...
n=1
= S(Pr(X > 0) + Pr(X > 1)S 1 + ... + Pr(X > n 1)S n1 + ...
= S(s)
X

Pr(X > n)S n = Pr(X > 1)S 1 + Pr(X > 2)S 2 + ... + Pr(X > n)S n + ...
n=1
= (s) Pr(X > 0)
Therefore
G(s) Pr(X = 0) = S(s) ((s) Pr(X > 0))
G(s) Pr(X = 0) Pr(X > 0) = S(s) (s)

Now Pr(X = 0) + Pr(X > 0) = 1

G(s) 1 = (s)(s 1)

G(s) 1
(s) =
s1
when s=1, G(1) =1 hence (1) = 0

(2) (i) H(s) = p0 + p1 s , Pr(Zn = 0) = Hn (0) where Hn (s) is the p.g.f of Zn

H(0) = p0
H2 (0) = H(H(0)) = p0 + p1 p0
H3 (0) = H(H2 (0)) = p0 + p1 (p0 + p1 p0 )
= p0 + p1 p0 + p21 p0
H4 (0) = H(H3 (0)) = p0 + p1 (p0 + p1 p0 + p21 p0 )
= p0 + p1 p0 + p21 p0 + p31 p0

1
 In general then

Hn (0) = H(Hn1 (0)) = p0 + p1 (p0 + p1 p0 + ... + pn2

1 p0 )
= p0 + p1 p0 + p21 p0 + ... + pn1
1 p0
n
1 p1
= p0
1 p1
= 1 pn1 n = 1, 2, ...

(ii)

H(s) = s
p0 + p1 s = s
p0 = s(1 p1 )
1 = s

Hence the probability of extinction with one ancestor is 1. For the two ancestors acting
independently, the probability is 1 1 = 1

(3) The time between successive births is a random variable having exponential distribution
having rate paramter equal to current birth rate.
Let Tj be the time between j th and j + 1 th births; j=1,2,..,N-1. The waiting time until
the (N-1)-th birth is the sum
NX2
W = Tj
j=1

W is the sum of independent exponential random variables;

X
N 2
E[W ] = E[Tj ]
j=1
N 1
=
k(N K)

X
N 2
Var[W ] = Var[Tj ]
j=1
 2
N 1
=
k(N K)

(4) Using the method of momemts

X X X X
np0n (t) = n ( + n)pn (t) + npn1 (t) + n(n + 1)pn+1 (t)
n=1 n=1 n=1 n=1

2
Now
X
np0n (t) = M10 (t)
n=1
X X X
n ( + n)pn (t) = npn (t) n2 pn (t)
n=1 n=1 n=1
= M10 (t) M20 (t)
X X
npn1 (t) = [(n 1) + 1]pn1 (t) = M10 (t) +
n=1 n=1
X X
n(n + 1)pn+1 (t) = [(n + 1) 1](n + 1)pn+1 (t)
n=1 n=1
X X
= (n + 1)2 pn+1 (t) (n + 1)pn+1 (t)
n=1 n=1
= (M20 (t) p1 (t)) 0
(M1 (t) p1 (t))

Hence

M10 (t) = M10 (t) M20 (t) + M10 (t) + + (M20 (t) p1 (t)) (M10 (t) p1 (t))
= M10 (t) M10 (t) +

Multiplying the final expression by integrating factor e(+)t;

M10 (t)e+)t + e(+)t( + )M10 (t) = e(+)t

dM10 (t)e(+)t
= e+)t
dt
Z Z
dM10 (t)e(+)t
dt = e(+)tdt
dt
(+)t
M10 (t)e(+)t = e +c
+
(+)t
M10 (t) = e(+)t e + e(+)tc
+

= + e(+)t c
+
at time t= 0, M1 (0) = i

M10 (0) = + e(+)0 c
+

i = +c
+
( + )i
c =
+

3
 Hence
( + )i
M10 (t) = + e(+)t
+ +

(5) The time to extinction ofr pure death process is equivalent to having no one in the system.
For T we have
Pr(T t) = Pr(X(t) = 0)
Now

N
Pr(X(t) = 0) = p0 (t) = 1 et
Hence

N
Pr(T t) = 1 et

N
F (t) = 1 et

Differentiating this function with respect to t

dF (t)
N 1
= Net 1 et
dt

N 1
f (t) = Net 1 et

T is the sum of N independent random variables having exponential distribution with rate
parameter equal to the current death rate.