{\rm E}[X_n^{(1)}] &=& (1-\lambda)X_0 + \lambda {\rm E}[R_1] \cdots {\rm E}[R_N] X_0 \\ &=& (1-\lambda)X_0 + \lambda \mu^N X_0
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  1. http://formula.s21g.com/?%7B%5Crm%20E%7D[X_n%5E%7B%281%29...
  2. http://mglab.blogspot.com/2010/05/?m=1
  3. http://mglab.blogspot.com/2010_05_01_archive.html?m=1
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