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GATE 2022 ST – Question 12

Stochastic Processes · Poisson and Birth-Death Processes · 1 mark · Multiple choice

A linear pure-death process on {0,…,N} has death rates μ_i=5i,N≥1. Write p_i(t)=P(X(t)=i). Which forward equations and initial conditions are correct?

  1. p_i′=5(i+1)p_(i+1)+5ip_i,p_N′=5Np_N; p_i(0)=0 for i≠N,p_N(0)=1.
  2. p_i′=5(i+1)p_(i+1)−5ip_i,p_N′=−5Np_N; p_i(0)=0 for i≠N,p_N(0)=1.
  3. p_i′=5(i+1)p_(i+1)+5ip_i,p_N′=5Np_N; p_i(0)=1 for i≠N,p_N(0)=0.
  4. p_i′=5(i+1)p_(i+1)−5ip_i,p_N′=−5Np_N; p_i(0)=1 for i≠N,p_N(0)=0.

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Correct answer: (B) p_i′=5(i+1)p_(i+1)−5ip_i,p_N′=−5Np_N; p_i(0)=0 for i≠N,p_N(0)=1.

Explanation

For i<N,inflow from i+1 is 5(i+1)p_(i+1) and outflow is 5ip_i;the top state has only outflow. Starting with N individuals gives a unit mass at N. These yield **B**,where the interior equations apply for i=0,…,N−1. The source implicitly takes X(0)=N.

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