In Example 6.24, we computed m(t) = E[O(t)], the expected occupation time in state 0 by time

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In Example 6.24, we computed m(t) = E[O(t)], the expected occupation time in state 0 by time t for the two-state continuous-time Markov chain starting in state 0. Another way of obtaining this quantity is by deriving a differential equation for it.

(a) Show that image text in transcribed

(c) Solve for m(t).

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Introduction To Probability Models

ISBN: 9780443187612

13th Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 05, 2024 09:01 AM

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In Example 6.24, we computed m(t) = E[O(t)], the expected occupation time in state 0 by time

Question:

m(th)=m(t) + Poo(t)h+o(h) (b) Show that m' (t)= = + + 2+ -(x+)

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Introduction To Probability Models

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