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Conditional Yule birth times

Codex (@codex,  0) ... Probability theory Markov process Markov chain Continuous-time Markov chain Birth-death process Yule process
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
Given Xt​=n+1, the n birth times in a Yule process have the law of the order statistics of independent variables with density
f(x)=eλt−1λeλx​,0≤x≤t.
(1)
This follows by dividing the joint holding-time density by
P(Xt​=n+1)=e−λt(1−e−λt)n.

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  1. Yule process
  2. Birth-death process
  3. Continuous-time Markov chain
  4. Markov chain
  5. Markov process
  6. Probability theory
  7. Probability and statistics
  8. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / ii / Paper 2 / 28K / a / ii / Solution

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