pure birth process

The Riddler has a rather simplistic riddle this week since it essentially asked for the expectation of a pure birth process (also known as the Yule process) at time t. Since the population size at time t has a geometric distribution with expectation

e^λt.

It however took me a while to recover this result on my own on Easter afternoon, as I went for the integrals rather than the distribution itself and the associated differential equations. Interestingly (in a local sense!), I first following the wrong path of looking at the average time to the first birth, 1/λ, then to the second, 2/λ, and so on. Wrong since of course expectations do not carry this way… For a unit rate,  λ=1, the average time to reach 10 births is about 3, while the average number of births over t=3 is essentially 20.