Question: 7.1. Consider a stationary Cox process driven by a two-state Markov chain. Let it = a/(a + 3) be the probability that the process begins

7.1. Consider a stationary Cox process driven by a two-state Markov chain. Let it = a/(a + 3) be the probability that the process begins in state A.

(a) By using the transition probabilities given in (3.14a-d), show that Pr{A(t) = A } = 7r for all t > 0.

(b) Show that E[N((O, t])] = TTAt for all t > 0.

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