Consider a continuous-time Markov chain with states 1,..., n, which spends an exponential time with rate vi
Question:
Consider a continuous-time Markov chain with states 1,..., n, which spends an exponential time with rate vi in state i during each visit to that state and is then equally likely to go to any of the other n − 1 states.
(a) Is this chain time reversible?
(b) Find the long-run proportions of time it spends in each state.
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