Question: 46. In Example 6.24, we computed , the expected occupation time in state 0 by time t for the two-state continuoustime Markov chain starting in

46. In Example 6.24, we computed , the expected occupation time in state 0 by time t for the two-state continuoustime Markov chain starting in state 0. Another way of obtaining this quantity is by deriving a differential equation for it.

(a) Show that

(b) Show that

(c) Solve for .

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