Consider o Con Assume He holding holding Vo =Vi =d, thatis, to the ofter going 1. Draw the Pre

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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Consider a Continous Morkou choin with two stotes sa {o,13.
Assume the
holding
time parameters ore given by d70. That is,
V, =Vi d, that s, the time thot the chain spends in eoch state before
to the ofter stte has on
going
1. Draw the state diggram f Hhe chain with He tronsition
rates, Find a
Eaponentiol ca) distributione
2. J Pind tHe eigenvalves ond eigenvedors of Hhe mohit a
de compose ås EDE" whare Dis the
e
end use them
ar der
matria the aith eigrnvaluves in the diagonal, Cindareosing
Ond E is Hhe morix aith the conesponding cigenvectors
dhogenal matria the aith
OS
column s.
Transcribed Image Text:Consider a Continous Morkou choin with two stotes sa {o,13. Assume the holding time parameters ore given by d70. That is, V, =Vi d, that s, the time thot the chain spends in eoch state before to the ofter stte has on going 1. Draw the state diggram f Hhe chain with He tronsition rates, Find a Eaponentiol ca) distributione 2. J Pind tHe eigenvalves ond eigenvedors of Hhe mohit a de compose ås EDE" whare Dis the e end use them ar der matria the aith eigrnvaluves in the diagonal, Cindareosing Ond E is Hhe morix aith the conesponding cigenvectors dhogenal matria the aith OS column s.
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