6.5 Let {X(t), t 2 0} be an irreducible and positive recurrent CTMC with state-space S and limiting distribution p [Pj,j E S). Suppose the initial distribution isgiven byP(X (0) = j) = Pj, je S.Show thatP(X(t) = j) = P;j, je S, t>0.

Given that, Let X(t),t≥0 be an irreducible and positive recurrent CTMC with state-space S and…

Answered: 6.5 Let {X(t), t 2 0} be an irreducible…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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6.5 Let {X(t), t 2 0} be an irreducible and positive recurrent CTMC with state- space S and limiting distribution p = [Pj, j E S]. Suppose the initial distribution is given by P(X(0) = j) = Pj, je S. Show that P(X(t) = j) = Pj, je S, t2 0.