Mathematics, 16.02.2021 04:10 SmokyWolves607

g Over the long term, a continuous-time Markov chain on t1, 2, 3, 4u spends 10% of the time in state 1, and 30% of the time each in state 2, 3, and 4, respectively. Moreover, from any state i P t1, 2, 3, 4u, it stays on average i minutes before moving to a new state. (a) Find the stationary distribution of the continuous-time chain. (b) Find the stationary distribution of the embedded discrete-time chain.

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g Over the long term, a continuous-time Markov chain on t1, 2, 3, 4u spends 10% of the time in state...

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