Question 2. The following diagram describes the jump chain of a continuous-time Markov chain with state space {0, 1, 2,

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Question 2 The Following Diagram Describes The Jump Chain Of A Continuous Time Markov Chain With State Space 0 1 2 1 (106.49 KiB) Viewed 88 times

Question 2. The following diagram describes the jump chain of a continuous-time Markov chain with state space {0, 1, 2, ... }. Suppose that if the chain is at state 0, the chain leaves Thu 1 Thu 2 H IH the state 0 after exponential waiting time with parameter 4, and if the chain is at state i + 0, the chain leaves the state i after exponential waiting time with parameter 3 for all i= 2,3,.... (a) Find the generator matrix Q of this continuous-time Markov chain. (b) If u = 0, find pr(0,1).