Conservation of total probability gives . The two-state master equation is therefore
Solving this linear ordinary differential equation gives
The middle panel in d sketches this solution for the explicitly illustrative ratio . The curve starts at zero with slope , is increasing and concave down, and approaches the horizontal limit on time constant . Its initial tangent meets the asymptote at that time constant. The complementary limit is , so , the Boltzmann distribution ratio. These are occupancy probabilities; is not the cumulative first-passage probability when reverse transitions remain possible.
Taking in the preceding probability density gives . Convolving once more with an independent exponential distribution gives
More generally, suppose . Then
Since , this proves the Erlang distribution formula by mathematical induction. Normalization follows either from the convolution or .
For , differentiating gives , and the derivative changes from positive to negative. For the maximum occurs at the boundary . Source dimensional qualification: the printed expression without is a probability density, with units of inverse time; it cannot itself be a dimensionless interval probability.
In the right panel of the original illustration in d, rises linearly near zero and peaks at with height . The curve rises quadratically and peaks later, at , with lower height . Both have exponential tails, but the latter has the larger expected value and variance , compared with and . This distinguishes both the onset and the width of the requested sketches.