Consider a continuous time Markov chain X(t) that has the jump chain shown in Figure 11 23 Assume the holding time parameters are given by 1 2, 2 1, and 3 3 Find the limiting distribution for X(t) 1 1 2 1 3 Figure 11 23 The jump chain for the Markov chain of Example 11 19 ...

We first note that the jump chain is irreducible In particular ...

Consider a continuous-time Markov chain X(t) that has the jump chain shown in Figure 11.23. Assume the

Question:

Consider a continuous-time Markov chain X(t) that has the jump chain shown in Figure 11.23. Assume the holding time parameters are given by λ₁ = 2, λ₂ = 1, and λ₃ = 3. Find the limiting distribution for X(t). 1 1 2 1 3 Figure 11.23 - The jump chain for the Markov chain of Example 11.19.