I don't understand why $e^{-h(\lambda _i+\mu _i)}=1$?
But isn't $o(h)$ the probility of combinations such as 2 births and 1 death, 3 births and 2 deaths, etc, so $|X(t+h)-X(t)|$ is still 1, why the note says it is $P|X(t+h)-X(t)|>1$
I don't understand why $e^{-h(\lambda _i+\mu _i)}=1$?
But isn't $o(h)$ the probility of combinations such as 2 births and 1 death, 3 births and 2 deaths, etc, so $|X(t+h)-X(t)|$ is still 1, why the note says it is $P|X(t+h)-X(t)|>1$
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It isn't $1$, it is $1+o(h)$.
The $o(h)$ term is combined with other $o(h)$ terms so it looks like it disappears.