Let O(t) be the occupation time for state 0 in the two-state continuous- time Markov chain. Find
Question:
Let O(t) be the occupation time for state 0 in the two-state continuous- time Markov chain. Find E[O(t) | X(0) = 1].
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: