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2. (5pts) Describe a Poisson process as a birth and death process (specify the states and the rates). Define the corresponding instantaneous transition rates in

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2. (5pts) Describe a Poisson process as a birth and death process (specify the states and the rates). Define the corresponding instantaneous transition rates in a CTMC. Explain their meaning. Problem 2: 15 points = [5 + 5 + 5] Consider a birth-and-death process, X - {X(t) : t 2 0}, with instant rates Xx = A and uk = / per hour. You are given information about the expected departure times from states 0 and 1 as follows. . E [So |X(0) = 0] = 1 hour . E[Si |X(0) = 1] = 12 minutes 1. Determine parameters A and / 2. Derive the limiting distribution, A = lim P[X(() - *] for any * 2 0 3. Find the limiting expectation, lim E[X(t)] SolutionNotation and Important Facts In this assignment, birth and death processes are presented. Please, read Sections 6.3 - 6.4 from textbook and Notes, part 6. General Techniques To determine the stationary distribution for a birth-and-death process with infinitesimal parameters, {xx : k 20} and {uk : k 2 1}, use the procedure described in the textbooks, . Set 60 = 1 and then evaluate k-1 HK i=1 for k 2 1. . If the series, A = ER, Or, converges (that is A

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