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Why are the waiting times in these states exponentially distributed? (Practice question 4.6)

Discussion in 'CS2' started by M Willis, Jan 5, 2020.

  1. M Willis

    M Willis Active Member

    In question 6 of the chapter 4 summary questions for CS2, the following scenario is given:

    In the solution to part iii of this question, which asks you to find the generator matrix of the process, it states that the ‘average waiting time in each state, i is exponentially distributed’.

    Could someone explain to me why this is necessarily true (as far as I can tell this was not specified in the question)?
     
  2. Julie Lewis

    Julie Lewis ActEd Tutor

    The waiting times in a TH MJP are always exponentially distributed. See p30 of Ch4.
     

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