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).

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter4: Vector Spaces
Section4.7: Cooridinates And Change Of Basis
Problem 58E
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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).
Transcribed Image Text: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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