6.6.2 Let X1.t/ and X2.t/ be independent two-state Markov chains having the same infinitesimal matrix Argue that
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6.6.2 Let X1.t/ and X2.t/ be independent two-state Markov chains having the same infinitesimal matrix
Argue that Z.t/ D X1.t/CX2.t/ is a Markov chain on the state space S D f0;1;2g and determine the transition probability matrix P.t/ for Z.t/.
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Related Book For 
An Introduction To Stochastic Modeling
ISBN: 9780233814162
4th Edition
Authors: Mark A. Pinsky, Samuel Karlin
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