3.1. Let 6,,, n = 0, 1, ... , be a two state Markov chain with transition...
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3.1. Let 6,,, n = 0, 1, ... , be a two state Markov chain with transition probability matrix
Let {N(t); t ? 0) be a Poisson process with parameter A. Show that X(t) = Sev(r), t j 0, is a two state birth and death process and determine the parameters Ao and μ, in terms of a and A.
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Related Book For 
An Introduction To Stochastic Modeling
ISBN: 9780126848878
3rd Edition
Authors: Samuel Karlin, Howard M. Taylor
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