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6.2. Let X,(t) and X,(t) be independent two-state Markov chains having the same infinitesimal matrix O A = 0 - 1 A - u Argue

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6.2. Let X,(t) and X,(t) be independent two-state Markov chains having the same infinitesimal matrix O A = 0 - 1 A - u Argue that Z(t) = X,(t) + X,(t) is a Markov chain on the state space S = (0, 1, 2) and determine the transition probability matrix P(t) for Z(t)

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