Let X, be a continuous-time Markov chain with state space {1, 2} and rates a(1, 2) = 1, a(2, 1) = 4. Find the transition matrix P(t).
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- Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.Consider the Markov chain whose matrix of transition probabilities P is given in Example 7b. Show that the steady state matrix X depends on the initial state matrix X0 by finding X for each X0. X0=[0.250.250.250.25] b X0=[0.250.250.400.10] Example 7 Finding Steady State Matrices of Absorbing Markov Chains Find the steady state matrix X of each absorbing Markov chain with matrix of transition probabilities P. b.P=[0.500.200.210.300.100.400.200.11]