The following information is repeated here for your convenience. Let (X;t20) be a continuous time, time homogeneous, Markov process with state-space (1, 2, 3, 4, 5) and the following generator matrix Q. Missing entries in Q are denoted ??. -0.3 0 0.2 0.1 0 0 -0.6 0 ?? ?? 0 0.5 0 0 0 0 0 -0.1 0.1 0 0.4 -0.4 From state 2, the process is twice as likely to go to state 4 next as it is to go to state 3 next. 0 Answer: 0 -0.5 If Xo -2 compute the expected time until the process enters a closed class.

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A: Solution is given as below:

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Q: 15.25

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