The generator matrix for the continuous Markov chain of Example 11.17 is given by

Find the stationary distribution for this chain by solving πG = 0.

Example 11.17

Consider a continuous Markov chain with two states S = {0, 1}. Assume the holding time parameters are given by λ₀ = λ₁ = λ > 0. That is, the time that the chain spends in each state before going to the other state has an Exponential(λ) distribution.

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A]. [xx] = 0 Y- G