Consider a continuous-time Markov chain with a state space 1, 2, 3 with ?1 = 2, ?2 = 3, ?3 = 4 T

Question

Kumar Abhinav · Accepted Answer

a) The generator matrix Q of a continuous-time Markov chain is defined as follows: the diagonal

Consider a continuous-time Markov chain with a state space {1, 2, 3} with ?1 = 2, ?2 = 3, ?3 = 4 The underlying discrete transition probabilities are given by P = [ 0 0.5 0.5 2/3 0 1/3 0.5 0.5 0 ] (a) Find the generator matrix. (b) Find the stationary distribution of this CTMC.