2. Consider the Markov jump process with generator matrix 1 0 0 −1 1 1 0 −1 0 0 2 -4 2 1007 0 0 0 0000 0 0 0 1 -2 1 0 0 0 0 0 0 -1 1 0 0 0 0 0 0 0 and let (P(t)) be the associated transition semigroup. Find lim→∞ P(t). [10] Hint: find the communicating classes and their hitting probabilities.

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A: Referencehttps://www.investopedia.com/terms/e/expectedreturn.asp

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