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A continuous-time Markov chain has state space S ={0,1,2,} and the following generator matrix ? 3 ? ? G = 2 A 3 ? B
A continuous-time Markov chain has state space S ={0,1,2,} and the following generator matrix ? 3 ? ? G = 2 A 3 ? B C 0 2 ? ?? All rates in the generator matrix are per hour. 0 31 ? Then the value of A = and roadmap matrix R = ; B = the mean holding time of state 1 (the 2nd element in S) = ;C= hours. ; and
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