Solve the system of first order ordinary differential equation.

INSTRUCTIONS TO CANDIDATES

ANSWER ALL QUESTIONS

1. Given the Q , rate matrix for continuous time Markov chain.

(a) Calculate P(t) through 2 different methods, namely.

(i) Solve the system of first order ordinary differential equation.

(ii)Using P(t) = Aelit + Be21'

(b) Using Q only, calculate the stationary distribution. 

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