Problem 2.8. Let {Xt} be a CTMC on S = {1,2} with transition function u+ de-(a+u)t 1-de-(a+w)t\ P(t) = 1+u V– ue-(\+µ)t 1+ µe-(a+w)t, 1 where λ , μ > 0 .

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Problem 2.8. Let {X;} be a CTMC on S = {1,2} with transition function
1
P(t) =
u+ de-(A+u)t 1- de-(a+w)t\
入+μ \u- ue-(ata)t + ue-(入+)t))
CE
An
where λ , μ > 0.
(a) Calculate P[X17 = 2|X1.2= 1].
(b) Calculate P[X2.1 = 1, X19 = 2|X1.1 = 1].
SH
13=
Transcribed Image Text:Problem 2.8. Let {X;} be a CTMC on S = {1,2} with transition function 1 P(t) = u+ de-(A+u)t 1- de-(a+w)t\ 入+μ \u- ue-(ata)t + ue-(入+)t)) CE An where λ , μ > 0. (a) Calculate P[X17 = 2|X1.2= 1]. (b) Calculate P[X2.1 = 1, X19 = 2|X1.1 = 1]. SH 13=
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