Assume identical dwell states and memoryless forward/backward exits with constant rates and ; put . The probability density for the first exit to be forward at is . For the very next exit also to be forward at time , multiply by and integrate over the unobserved first time:
This density integrates to , the probability that both directions are forward. Conditional on that event, the normalized total-time density is the Erlang distribution
Its mean is , so the most probable time is not the mean. Since both backward-rate conventions in part (c) have , neglecting backwards steps gives the usual approximation and mode . If “two forward steps” instead permits intervening backwards events, thinning independent Poisson exits gives that latter rate- distribution directly; it describes a different conditioning. The low barrier noted in part (c) limits the physical accuracy of all these memoryless dwell assumptions.

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