Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ii/paper-2/28j/a/solution

A simple birth process with parameter starting from one individual is the Yule process: when its population is , it waits an exponential time of rate and then moves to .
For , the Markov jump-process generator satisfies
Therefore obeys
It follows, as recorded by the mean population of a Yule process, that

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