2. Consider the Markov jump process with generator matrix то 1 1 0 0 0 0 то 1 0 -1 0 0002 OOOTI 00 0 0 2 -4 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 -2 1 0 0 то 1 0000 and let (P(t)) be the associated transition semigroup. Find lim∞ P(t). Hint: find the communicating classes and their hitting probabilities.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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2. Consider the Markov jump process with generator matrix
то
1
1 0 0 0 0
то
1 0
-1 0
0002
OOOTI 00
0
0 2
-4
0 0
0
1
0
0
0
0
0
0
0
0 0
0
0
0 0
-2 1 0
0
то
1
0000
and let (P(t)) be the associated transition semigroup. Find lim∞ P(t).
Hint: find the communicating classes and their hitting probabilities.
Transcribed Image Text:2. Consider the Markov jump process with generator matrix то 1 1 0 0 0 0 то 1 0 -1 0 0002 OOOTI 00 0 0 2 -4 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 -2 1 0 0 то 1 0000 and let (P(t)) be the associated transition semigroup. Find lim∞ P(t). Hint: find the communicating classes and their hitting probabilities.
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