Question: 2. Let {X (15),): 2 0} be a continuoustime Markov chain with state space S = {0,1,2} and the following generator 2 1 1 q

2. Let {X (15),): 2 0} be a continuoustime Markov chain

2. Let {X (15),): 2 0} be a continuoustime Markov chain with state space S = {0,1,2} and the following generator 2 1 1 q = 2 3 1 1 2 3 Determine the following quantities: (a) the distribution of the holding times for state 1; (b) the transition matrix Q of the embedded chain; (c) P('r2 > 11X (T1) = 1) where Ti is the ith transition time and X (0) = 0

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